i am from india, i've been living in doha for 5 years, and i usually wear a salwar-kameez, the same drees i wear in india. sometimes, for formal functions, i wear a sari, sometimes i just wear jeans and a top..it doesnt matter at all.
the qataris are good people, they usually cover up from head to toe(as is their custom), but they dont require that you do the same.
we see westerners dressed in sleeveless tops and shorts walking around the malls, and thats okay, too. (though i wonder sometimes, dont they feel the cold? its freezing inside the malls).