I thought it would be nice to start this thread on what NOT to do in saudi, since there is a lot on what to do and so on.
Anyway, my recommendation of the day would be: (For Women)
Try not to be overly friendly to a shop employee. Usually they take the idea of you being friendly to be something else. They have the custom of being extremists in this case only because the culture here limits saudi women to speak freely and that limits us foreigners as well.
(This does not account for every single shop employee in saudi)
For me, its very frustrating to be so cold, since you never know the ones that wouldn't take it too far and the ones who would.
Now what about the guys "Saudi Don'ts"?
Ladies do share your part of the Saudi experience.