Literally anything you would wear at your home country, you are free to wear whatever makes you comfortable.
Shorts are frowned upon at some malls and restaurants, yet people especially young ones are wearing them. T-shirts are the norm.
Unlike what most people think, there is no "religious" dress code.
I am a Saudi, who always wear jeans and t-shirts, I only wear the local thing when I have to, like in funerals, weddings, etc.. However, non-Saudis are not expected to wear the local dress for any occasion.
Note: As in many places around the world, nudity is not a good idea.
Note 2: Wearing @dabubianSailor's shorts is also frowned upon: