LC, you have no choice to wear Western clothing. Even to visit Saudi Arabia, you would be required at the minimum to wear head coverings and an abaya (a neck-to-floor black robe). I know several female US soldiers who have been in SA and have been attacked in the streets by the Saudi religious police, simply because they weren't covered up "properly." Female soldiers are required to wear an abaya and headscarf when off-base and out of uniform. Most women soldiers do not leave the base often, since they must be accompanied by a male soldier when they do so. Women soldiers cannot drive or sit in the front passenger seat of a vehicle. Do you know that you will not be allowed to drive a car at all? It is illegal in SA for any woman to drive.
You will have no legal rights, you are the property of your husband. You cannot vote, you cannot have a job, you are not even supposed to speak to or be alone with a male who is not a close family member. If you decide you want to leave SA, you will need an exit visa - which the US consulate cannot provide for you. You must have your Saudi husband's written permission to even leave the country!
If you are religious in any way, you will not be allowed to publicly practice your faith unless you convert to Islam (so no Christmas!). Even US soldiers in SA are restricted to "morale centers" for religious expression, since they cannot officially have religious services - even on base.
I am not trying to say these things to be mean, but Saudi Arabia is one of the most oppressive places in the world for a woman to live. As a young woman who grew up in the US, there would be incredible culture shock, if you could adjust at all. Of course, once you're there, you can't leave without the permission of this guy (I assume he would be your visa sponsor). Nice Catch-22, huh?
You're 17. As much as you think you're in love and whatnot, you need to face facts. Statistically speaking, those who marry in their teens are very likely to divorce (as opposed to those who wait until their 20s). This guy is 6 years older than you (which would be less of an issue if you were 30 and he was 36), you are still in high school, and your face-to-face contact with this guy has been little to none. He wants you to move to a country that opresses all women, a country that you can't leave unless he says it's OK. Honey, there's no wonder your parents aren't happy! If I had a 17 year old daughter telling me she wanted to move to Saudi Arabia to marry a guy she met on the internet, I'd cut off her internet access and send her to military school.
I know that at 17 it seems as if the most important thing in the world is to assert your independence and get out from under your parents' thumb...you can do that in a year when you go to college! Marrying someone you met on the internet and moving to such an incredibly oppressive country is not the way to do this. Speaking as someone only 5 years older than you, just because you think you know what you want at 17 doesn't mean that's what's best for you or for your future. When I was 17, I never dreamed my life would be the way it is now...a whole lot can change, and I don't think you want to be trying to escape (literally!) from Saudi Arabia and your stranger of a husband.