I would recommend researching whether the "new" airport terminal at JED is open or not - if it is, I would choose that (and report back with pics!). The "old" JED terminal and Saudia lounge are tired, crowded, and lacked privacy, although the food served was excellent.
I've only heard through relatives that Riyadh has a much better lounge, but I don't have first hand experience.
EDIT: Transfer at JED was painless except for the tired layout. The "old" airport involved for me tarmac parking and bussing to and from the terminal.