The Girls of Riyadh by Rajaa Alsanea. Banned briefly in Saudi Arabia and then a runaway bestseller, this novel of four young middle-class Saudi women is set in Riyadh but reads just as well for Jeddah. A fast, witty, scandalous account of what life is actually like for educated young Saudis.
Cities of Salt by Abdul Rahman Munif. The masterwork of modern Arabian fiction — a five-novel sequence following the transformation of a fictional Gulf country (clearly modelled on Saudi Arabia) by the arrival of American oilmen. The first volume is the essential one and provides the deepest context for what made modern Jeddah.
A Most Masculine State by Madawi Al-Rasheed. A serious academic but readable study of women's place in Saudi society, written by one of the country's most prominent scholars in exile. The right corrective to glossy travel-writing about the new Saudi Arabia.
The Bin Ladens by Steve Coll. A long, narrative-driven history of the Bin Laden family, who built their fortune in Jeddah as merchants and contractors. The book is mostly Saudi business history; the famous son is one strand among many. The single best account of how modern wealth was made in this city.