what I know is that NO One in the world is given a visa on arrival in Saudi Arabia be it a US Citizen. But now the rules have actually eased up quite a lot. But still some one have to sponsor you the Saudi Arabia for a Visit Visa.
About Shawarma, there are tons of places on Khobar Corniche it self, just ask any one of Baba Habbas or Abu Nawas and you will one of the best shawarma and kabab in town. Try their fruit juice as well :)…