The classic Arabian Bedouin wear the kafieh headdress, which you will recognize from oil sheikhs, but without the sunglasses or limousines. The robe is long and a bit shapeless, with wide sleeves. A sash and bandoliers are appropriate for day wear.
Wargamers have a bad habit of confusing this look with the Tuareg/ Berber styles of North Africa, which resembles it mainly in having robes and a lot of fabric around the head, althouh worn quite differently.