I was there maybe 6 years ago or so... very interesting place. I recall driving into the city and seeing a huge poster of the statue of liberty on one of the buildings. The downtown area really seems like any modern downtown, and the club scene isn't any worse than in Europe (although, I suppose, fewer choices). You'll often see people in traditional garment drinking orange (or other fruit) juice at a bar, which looks funny until you get a little used to it. Then, of course, you have the wealthy Europeans... it's a popular upscale vacation place for some.
The country has absolutely no inhibitions about making exceptions for people who spend money. I was staying at a fancy hotel there and part of the deal was that the hotel had people wait for you before going through immigration - at which point you just walk past the long line to the very front, where the immigration official gets up to bow to you and stamps your passport - and you're on your way. No lengthy lines for you! Not at all something I'm used to, of course. But it's kind of a once in a lifetime experience (at least for me) that was worth blowing some money on.
If their entire family is in the US, it's a bit much to ask people to fly there for a wedding. But we can't assume that, I suppose?
Also, what kind of budget are we talking about here? There's a mall with an indoor ski slope, which is cool (and free, I believe - or close to).
Lots of things are pretty cheap compared to US prices. But alcohol is going to be expensive, because it's only the tourists/foreigners buying it.
As for avoiding jail: don't even think about drugs and don't be drunk in public (take a taxi). I'm sure both are no problem if you have connections in the country, but as a visitor you want to be conservative. It's very easy to forget that it's a Muslim country - so remind yourself occasionally.