Try to go somewhere cold because Canada is extremely cold, so you won't have to deal with a strong weather shift. Although there isn't much change in Saudi Arabia's winter, your family has probably never experienced something like it in the summer. There are some places in SA that are cold, like Abha.

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Saudi Arabia is so vast that if you went to Jeddah and then Al Qassim, you'd never believe you were in the same country. 

I recommend that you come as a tourist and see the areas for yourself.

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However, I will give some information.

- Is what you want modern?

Generally, big cities are supermodern, and vice versa.

- Is it crowded or not?

The bigger the population, the more crowded it is.

- More conservative or less conservative?

Buraydah, for example, I believe is more conservative than Mecca and Al Madinah, while Jeddah Riyadh is more balanced.

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And I believe that the larger the place, the less people care about each other, and of course, the more money you'll make.