Wow, I can't believe all the negative comments! My advice to you: YES, GO, ABSOLUTELY! I have lived in Doha and Dubai and loved both places. I don't think the crazy driving is such a big concern really, I think this is blown way out of proportion. There is no need to be afraid for your safety, just use common sense and drive a tad more carefully and you will be fine. The money you can make there just does not compare to whatever you could make in the US or Europe. If your kids are school age, make sure your employer maybe covers their education as well. They would go to an int'l school and would love it I am sure as there will be kids from all over the world. Also on the visa thing, this is a bit exaggerated here too, of course you can find some stories on the internet about people who weren't allowed to leave or whatever, but sorry, I know so many people there, have tons of friends there and travel to that region of the world a lot and 99.999% of people never face such issues at all, so please don't let some random internet story discourage you....every country has scary immigration/deportation stories...uhmm...the US too if I may say so! Yes, of course these countries have their own culture (as every country does) but as long as you don't do anything strangely outrageous (and why would you?) you will be perfectly fine and enjoy yourself greatly.
Personally, I would move there in a heartbeat, with kids as well. Actually, especially with kids, you can get maids too if you like and live a really grand life for very little money. There are a lot of stereotypes about the Middle East in the media. Don't believe them. I have lived there and I have had a great time and would live there any day again. If you have never been, then get over there (on the amazing Qatar Airlines...welcome to awesome flying) and check it out for a week or so. Walk around, see how people treat you and you will get what I am saying. I can't emphasize enough how wrong the stereotypes that you hear in the media really are. Especially in the US I have to say, way too much over exaggeration. You could save a lot of money there and then come back. It's not like you are moving there for the rest of your live. But if you just go for 2 years, you could save a ton. People usually don't regret the things they did, only the things they didn't do.