Travel to Riyadh and you'll find the area is home to several excellent golf courses. Tee off at the Dirab Golf and Country Club, just 30 minutes from the city, where you can also find a swimming pool and tennis courts.
The Saudi royal family's ancestral home, Al-Dir'iyyah, was Saudi Arabia's capital until 1818. While you can't visit the old city ruins themselves, the surrounding area has plenty worth seeing, and some excellent photo opportunities.
“Dune bashing” in a 4x4 at the Thumama sand dunes, or guided tours of the desert, are a great way to escape the city. Football is also a popular pastime here. Matches are held at King Fahd Stadium, but women are not permitted.