According to this article, it's none other than Dubai!
The whole article is worth the read, but here are some interesting (and debatable) quotes:
And yet it is not Saudi Arabia. Brokeback Mountain is soon to open in Dubai cinemas, which it never could in Saudi Arabia. There is no problem with bikinis and sunbathing on the beaches. And on a more substantial level, there is a determined effort to de-monopolise the economy, to make market competition the driver for this new model world.
Vishal Khemani, a 26-year-old from Mumbai, who imports Indian and Japanese textiles for Dubai wholesalers, says he loves Dubai simply because it is "very disciplined, very neat, very clean. Everything is going to timetable. I have a good job, good food. It is a cheap country." And extremely safe. There has been no hint, so far, of any terrorist attack, although you would have thought it was due for one. A western businessman, surveying the most luxurious of the Jumeirah beach hotels, said simply to me: "Everything about this place smells of western women, right? It looks like an al-Qaida target to me." There are rumours in Dubai that a terror plot was foiled last year but the processes of government are so opaque that there is no confirming that. It may be that the levels of government control in Dubai are high enough to make any terrorist operations very difficult.