Pyongyang (Western woman + not a fan of extreme climate)
currently it's about zero degrees celcius in Pyongyang, whereas it's about 16 degrees in Riyadh. I'm not sure what your idea of extreme is but I'd regard the current condition in Pyongyang as a bit more extreme.
I've never been to either, so I can't really intelligently vote, but just for fun I voted for Riyadh, although it has nothing to do with the weather. I do understand any woman choosing just about any other place, though.
Just FYI, foreign ambassadors, diplomats, and a few others have exemption to the zero-tolerance policy on alcohol, so my vote assumes that I'm in that subgroup that is allowed to consume liquor. If I'm not, then it's a deal-killer. FWIW, I gather that the decent alcohol palaces in Pyongyang are geared to foreigners as well, but they don't seem to get as hung up on which social stratum the foreigner belongs to.