Yes, I have. It will - tyically - be cheaper than Western Europe and for that matter much of Eastern Europe too. A fantastic overland journey would be Istanbul overland through Turkey to Aleppo in Syria, then to Damascus, Amman and finishing in Petra. All possible using train and coach in 3 weeks. There are LCC's from Germany to IST, leaving you just a one way from AMM to FRA to sort.

Just don't expect to find much bratwurst, pork isn't that popular in the Middle East.

The relevant Lonely Planets will give you a good guage of specific prices.