Shocking lack of basic trade knowledge aside, I can confirm that it's more expensive than you think being out there.
My Bro is in Vegas (Creech) and says it costs him a bomb to live, but he DID buy a feck off great big truck to commute in, big TV, Laptop, Xbox etc, so he's hardly slumming it!
The downside is that he is out there unaccompanied as he'd lose a shed-load of allowances if his wife moved out with him and he's heard lots of stories of spouses getting v. bored out there due to shift patterns, causing all sorts of marital problems.
I must be honest, shiite stories aside, I think I'd take it, as there just aren't that many decent overseas tours left any more.