It is highly recommended that you bring an International licence with you. If you have a valid licence from America, Europe, Australia, etc, then the Qataris will be happy to give you a local driving licence, but only AFTER your residence visa is processed, which may take some weeks!
A related problem is the lack of a credit card. Fortunately, there are some car rental firms which do not require a credit card, and the reception committee will help you contact one.
If you are from 'other' countries, you will have to take a driving test which is awkward and time-consuming, so an International Licence will enable you to drive for some months until you pass the local test.
An agent can arrange for an International Licence from America for anyone arriving without one.[see link]
Driving technique here in the Gulf may differ somewhat from what you are used to, so please refer to the document linked here:
Arabian Automobile Association "Rules of the Road".
Qatar
