All previous replies to this thread have been relatively pointless as they don't address the OP's main problem.
Regardless of whether or not the OP can 'sneak in' to Mecca (and if he does get caught, the likely punishment is deportation), the fact remains that it is only possible to get a tourist visa to Saudi Arabia if taking part in a group tour. Group tours (for tourists) do not go to Mecca, are few and far between, and very expensive.
It is much easier to get a tourist visa for North Korea than Saudi Arabia. You have to go as part of a group, but it's no hassle at all. There are many countries which are far more difficult to travel to as a tourist than North Korea- Saudi being one of them.
Chernobyl (was mentioned previously) is easy to visit, and well worthwhile.