AlUla is a small oasis town sitting in a bowl of red sandstone cliffs, and for roughly 2,000 years it has been a place people passed through on the way to somewhere else. Kingdoms called Dadan and Lihyan ruled here before the Nabataeans, the people of Petra, carved their tombs into the cliffs at Hegra. Later the Damascus to Mecca pilgrim road ran through town, and the Ottomans laid the Hejaz Railway past the tombs. In 2017 the Saudi government set up a Royal Commission to turn the valley into a tourist destination, and it shows.
Know this before you book: AlUla is curated. Hegra, Dadan, Jabal Ikmah and the Old Town fort are visited on official guided tours with fixed slots and tickets, and you can't just wander in. It's polished, expensive at the top end, and short of budget beds. In return the landscape is extraordinary, the nights are dark, and the sunsets are an event. Three days is the right length: the three big tours take about two hours each, and the rest is viewpoints, meals and evenings.
The plan: day one is the Old Town, the oasis and a sunset from the Harrat Viewpoint, day two is Hegra, the mirrored Maraya and Elephant Rock, and day three is Dadan, Jabal Ikmah and the night sky. Start on a Wednesday, so dinner at Maraya Social lands on a night it's open. Most people fly in from Jeddah or by way of Riyadh, and the plan assumes a rental car. For the basics, see Saudi Arabia.