In Saudi Arabia, while it is ostensibly legal for members of any religious group to practice their religion in private, and even to gather in private homes, it is illegal to practice or preach a religion other than Islam in public. Evangelization is specifically prohibited, and wearing symbols of another religion is also prohibited.
In fact, it is not always safe to gather in a home to practice a religion other than Islam, because the boundaries between public and private are not well-defined. For example, how many people in a private home does it take to constitute a public gathering? There is no legislation defining these parameters, so some non-Muslims who have gathered in private homes for worship have been arrested and deported.
http://www.state.gov/g/drl/rls/irf/2007/90220.htm