Where is Mount Sinai?

Generally speaking, the location of Mount Sinai today is generally accepted to be in the Sinai desert, which is now part of Egypt. However, we had a guest over for Shavuos who told us that he saw a documentary which claimed that Mount Sinai is really in present day Saudi Arabia. As an aside, the stones from the "Sinai desert" Mount Sinai have shapes in them which look like a bush. This is reminiscent of the "burning bush" which was on Mount Sinai (and Sinai is related to the word "Sneh" for "Bush").