Here we have a list of top tips written to me by members of the expatsinsaudiarabia yahoo club. I've already listed a few of mine while writing the customs part of this site. But I'll list them here as well as they can be very useful.
Leathery_2001 suggested that you have to hand some passport type photos of yourself while you are in Kingdom. This would be handy if by chance you do fall fowl of the laws and find yourself in prison. Or arrested for some vehicle violation. Anyway, they will need a photo of you for their files. It may take a while if you have to wait for the official photographer.
Another one from leathery_2001 is to carry some dollars with you while traveling into kingdom as any irregularities that require a fine will be easier paid with hard currency.
I always carry a portable music player with me. This is if the customs guy isn't to sure of the CD's I may be carrying. I can just play them for him then and there.
I also don't pay that much attention to packing either. I have found that the cleaner and tidier the luggage, the more they look.
If you find that you are close to landing and you think you should have a landing card, IE this is your first time in Kingdom, ask for it. You don't want to be fussing about with it at immigration. Remember those long queues I told you about ? :o)
I would also suggest that you avoid traveling in and out of Kingdom during Ramadan or Hajj. These are major religious occasions for the Muslims of the world and you'll find that the airlines are packed. There are Hajj terminals at Jeddah airport for those arriving for the Hajj, but very busy all the same.