Visa on arrival is no problem, costs 11.500 Rial now, i.e. 57.50 USD, you can pay in USD, then it's 60.

Information is from ten days ago.

Oh, and I found Sanaa to be perfectly secure, and the people there were among the most friendly I've encountered during my travels. Genuinely friendly without expecting a tip for every small service, even if the language barrier is very high, since nearly nobody speaks English even in the capital.