From an interesting profile of Ayaan Hirsi Ali in The Nation:

As Ronald Inglehart and Pippa Norris have argued in their book Rising Tide, the true clash of opinions between Islam and the West is not about democracy but sex. Successive World Values Surveys, in which social scientists polled public opinion in more than eighty countries between 1981 and 2001, have shown that people in Muslim countries share broadly the same views on political participation as people in the West. What they disagree strongly about is gender equality and sexual liberalization.

While I suspect that Saudi Arabia and Iran are even more oppressive of women than the median voter there want, the bottom line is that democracy would probably put its seal of approval on a lot of their status quo.