Hey Trevor,
You're in Saudi and you want to travel to Thailand or the Phillies to go wreck diving?? I suppose you can, but you're a hop-skip-n-jump away from the Egyptian Red Sea with rucks of wrecks! Your call, but I'd have thought that it was closer.
Or, if you're genuinely looking to get away from home, then you could try Oman - again close - where you can at least buy a drink! Brilliant diving by the way.
Then there's the Maldives. You may need to nip over to UAE (Dubai) for a direct flight to Male - but that's no biggie.
In Maldives they run wreck courses (PADI) all year, regardless of the weather. I can recommend any resort with a Euro Divers dive centre on it (Kurumba, Kanifinolou Club Med, Ari Beach, Full Moon etc.) Check out their website for prices, details and resorts. They are also in Thailand.
http://www.euro-divers.com/e0100.asp
Hope this helps mate and welcome to the boards and YD!
Dive safe,