What is the best GCC country to work in?

Its totally depend upon what are the yard sticks for you to measure the betterment. For instanec if you are religious and also want to save money than Saudi Arabia is the best. If you want to be lively and wants to party and enjoyment all the time than UAE is better but expensive and less saving.  

For money, stability, low cost of living

1 - Jeddah (West Cost Saudi Arabia)

2 - Dammam (East Cost Saudi Arabia)

3 - Sharja - UAE

For Party and single mengiling. You can see, but you can not have, then

1 - Dubai - UAE

2 - Kuwait City - Kuwait

3 - Riyadh - Saudi Arabia

4 - Doha - Qatar

For Family and religous gathering, then

1 - Makkah

2 - Madena Monawarah

For getting away from everone, then

1 - Masqat

2- Manama

People told me that the best GCC country to work in (for women) is UAE ,and then, Qatar.

Although i havent worked in GCC, but i feel Dubai is the best place to work because it is the global business hub of all the companies around the world.

UAE , no doubts 

The one which provides the opportunity. If you have many of these, the prefernce will differ from one person to the other. People might prefer places they been to before, places where they have relatives or frineds, and some will choose the culture and the way of life.

I suggest the you grap the best opportunity and adapt to the rest.

Saudi Arabia with religious perspective if you are muslim and also with economy perspective. In terms of openess UAE would be better.

KSA

Well, I worked in both the UAE and Qatar. They are both amazing. Al Ain city in the UAE is the most beautiful city in the Middle East. I advise working with Emiratis and Qataris aged30-40 years old and above. They are very nice and cordial at this age, however, the younger ones are too hyper and difficult to deal with.

According to experts, cities in the UAE, Saudi Arabia and Qatar are the most vibrant places for employment opportunities in the Gulf. These may be far from the best of times, but they are no longer the worst. Overall hiring in the region may be a sluggish, but a number of cities in the region look a lot more promising than the rest when it comes to increasing headcount in companies, say experts.

UAE