Things to do in Riyadh
Although few Saudis play golf, there are surprisingly good golf courses around. The best one is the 18-holes course in Dirab Golf & Contry club a good 30 minutes drive west of Riyadh. Nice layout with green and inviting grass, and the last 9 holes are even floodlit. They offer tennis, swimming and horse-back riding as well. There's also a quite nice 9-holes short range course connected to the Hotel Intercontinental almost in the dead centre of the city. Nice but short - also floodlit. If you travel about 20 minutes to the north-east you will find a not so nice desert course with browns instead of greens (the putting area consist of sand/oil mixture instead of grass).
Head west down the Makkah Road for 30 minutes, and you'll reach the edge of the Tuwaig Escarpment. As you make the 200 meter sharp drop from the Tuwaig escarpment to Najd-proper, you will get a good feel of the desert with dunes and buttresses.
Heading northeast of the airport to the Thumama sand dunes, one can engage in "dune bashing" in 4x4 SUV's or in rented ATV's.
Saudi Arabia is football-mad country, and big matches at the King Fahad Stadium can attract crowds of 50-70 thousand, creating an electric atmosphere. However, note that football stadiums are off limits to women. For people who are moving to Riyadh/ new residents, the city has a good number of fairly well-equipped modern Gym for men, women though have limited options, fitness centres for women are mainly in big hospitals (e.g. Hammadi hospital and King Faisal specialist hospital).