When I visited Doha I've been at the Sailing Club and it is really cheap compared to European costs. For about 2000 QR per year you can access to the Club and use the Lasers and 470 boats. I suppose they can offer also lessons, but with the quite wind that blow in Doha it is really easy to learn. Actually I hate the noisy and polluted jet sky, so my suggestion is lear to sail and you will never live without.

Cheers from Italy!