Many years ago it was necessary for expats to rent in compounds merely due to the lack of activities and services being offered to people living in khobar. Today....it is a very different landscape. There are plenty of activities, gyms, restaurants, malls, shopping areas....for you to take full advantage of.
In the past, compounds would make up for lack of activities in the city, by offering residents a cafe, sports activities (gym, tennis court, bowling alley) and they would charge more rent than if you were to rent outside a compound. The city is now fully integrated and inundated with so many things to do, and so the necessity to move into a compound is not there anymore because the city has so much to offer its residents.
Rents in a compound can be 20 to 30% more expensive than if you were to rent outside a compound. The average rent range for a 3 bedroom in a compound with good facilities is anything between SAR80,000 to 150'000 per year for a villa, and 60,000 to 90,000 for an apartment. However, the same property (if not bigger) but outside a compound range's between SAR50,000 to 100'000 for a villa & SAR40,000 to 70'000 for an apartment.
I recommend anyone considering moving to Khobar (or Saudi Arabia) to consider not only compounds but also stand alone accommodation outside compounds.