I'm in Saudi Arabia about to head back to the UK on a Ducati Scrambler.
Your first issue is finding out whether you can even get a visa to get into Saudi Arabia in the first place. They are generally very difficult to obtain. I will be going from KSA to Jordan and into Egypt either by ferry or by nipping around the Gulf of Aqaba by land. At Alexandria I will be handing my bike over to a shipping company called Consolidated Freight Services who are going to ship it to Italy for me (but they can also do Greece, Cyprus or Turkey depending on what you fancied).
The contact I got from here - who has been very good so far - was Nermien Mamish nermien_mamish@cfsegypt.com
Currently there is no way of crossing the Mediterranean by boat (that I found, I spent a year looking) and being able to accompany your vehicle. My boat to Italy is 5-6 days so I'm flying on to Corfu for a short holiday while I wait for it to arrive in Italy.
Hope some of this helps, you'll want to check whether you can get a visa for Saudi for definite.
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