There are no churches, temples or other public places of worship except Mosques. Many expatriates gather in small, informal, private worship services. You are allowed to bring your bible and other religious items as long as they are your personal property. Do not bring items intending to distribute them. There are no bars, nightclubs or movie theaters.
Video rentals are widely available.
If you are hired on single status, your family can visit you in Saudi and stay for 90 days each visit but at your own expense. The compnay usually provides round trip air fare for your spouse and upto 2 children and medical coverage while they in the Kingdom. Some companies pay for child education and some do not. You will make life long friends. Be open to new ideas, ready to explore new cultures, food and people.