I have spent a fair amount of time in the last year in both (in fact, I am in the airport in DXB right now). As an American who enjoys traveling, I have loved every minute of it.

Of course it depends what you're interested in. Riyadh is not a "fun" place in most senses of the word, but it is fascinating, and given how difficult it is for Americans to get unfettered access to the city, I enjoyed being there and exploring.

There is plenty of information on this forum and elsewhere about Dubai, so no need to repeat, but I have found living there spectacular. Keep in mind also that, within a few hours' flight of Riyadh and/or Dubai are countless fascinating places to travel on weekends. Flying here is not as convenient (in terms of schedules) or cheap as the U.S., but for me one of the best benefits of being here was traveling all around the Gulf, rest of the Middle East, North Africa, southeastern Europe, the Indian sub-continent, etc.

Also, in both of these places, living for an expatriate American (assuming that you're in a white-collar professional/managerial job) is very comfortable, in terms of the service that you will receive, amenities available, and cost of living (with the exception of housing, getting around, eating, shopping for basics, etc. is very cheap). It is easy to get around, English will suit you fine, and you will find the region safe and welcoming.

So, again, obviously, it depends on your personal goals, but I would take advantage of any opportunity to spend some time here. Please post or send me a PM with any more specific questions.