There is an arts scene here, but it's certainly not London. There are quite a few small independant galleries around the city but the quality ranges drastically. There is no arthouse cinema so invest in a nice home system when you get here. After that either use Amazon or torrents depending on you views on copyright laws.
There is the Madinat Theatre - Madinat Theatre
Not seen anything in the way of installations video art etc. Time Out is available here but due to the size of the city, pads it's self out with restaurant reviews.