Being new to Al Khobar, I was delighted to find the following shops (thanks to my driver - Ranna):
Desert Designs 03 889 4747, Ext 21/22 (Knick knacks)
Patchi- near the rainbow roundabout, chocolates and amazing glassware
Hope this helps all the new gals in town.
Maybe it would be a good idea to post cool shops here?