Jeddah

Jeddah is one of the better cities for expats to live in.  It's a lot more relaxed than Riyadh for example.

What rules are you referring to?   inside expat compounds, you can live as you would in the west anyways.

Well I m a single guy going to live there, about party, girls, sports....
I like kitesurfing, crossfit,I saw some places where i can do it, isn it?

On the physical fitness side, there are quite a few options so no issues there.

Parties are pretty much restricted to the expat compounds and embassy events.   You can also meet single females who are invited to the events and / or meet them on online dating apps etc.   However, hanging out with them is only really possible if you are in a compound.  You can take risks by meeting outside - it's not as restricted nowadays as it used to be in the past but not entirely open yet.   I remember that even in compounds, if a single female visited, you had to give the name of the person she was visiting and if you were friends with a family who lived there, you gave their name to avoid any problems in the future

Again, it is really what you want.  Saudi is usually chosen by single people for the career growth and earning opportunities (not like they used to be with the cost of living increase) vs. lifestyle.  If you don't want to compromise too much on lifestyle then you are better off trying in UAE or Bahrain.