In addition to what Algebrace said, kidnapping - much like terror tactics - are a favourite tactic of rebel groups and other smaller armed factions against larger factions like states or armies. Because of the imbalance in power, direct combat is often not the best approach. With kidnapping, however, you gain power over your opponent that's much larger than if you'd just shot the would be hostage on sight. Receiving casualties in war is pretty much an accepted part of warfare for governments and the public of most countries, but by taking someone hostage, you're stepping outside of that comfort zone. You're essentially giving your enemy an option and a responsibility in the fate of your hostage. Suddenly you've got the upper hand and your opponent has to tread very carefully indeed. Your opponent cannot afford to ignore you and the hostage, as he might a casualty in a battle, because the public in his nation just wouldn't accept this. He has to get your hostage free and ensure he remains unhurt. This inflates the value of your hostage and gives you great power over your opponent. An example of this in the Middle East would be the kidnapping of Gilad Shalit by Hamas. Eventually the pressure from the Israeli public became so large and inflated Shalit's value so much, that Israel agreed to release 1027 prisoners just to get him back. If Hamas had just shot him on sight, they would've gotten nothing in return.

The Middle East is a popular area for kidnappings because of the many power imbalances and many rebel groups present, as well as the presence of many foreign nationals. Foreign nationals are even better targets, because the government you want something from isn't the same as the one whose citizen you've kidnapped. So the government you want something from doesn't just have to deal with its own citizens, it now has international pressure as well.

However, this isn't the only region in the world where kidnappings are frequent. Any warzone or any area with rebels and/or poor central government control will be hotspots for kidnappings. I actually associate kidnappings more with South and Central America, due to the presence of armed groups like the FARC. These groups were notorious for kidnapping foreign nationals.

Another note I'd like to make is the case of Yemen. Yemen's been in the news quite a bit about the kidnapping of foreign nationals. Yemen's a special case, though. Central power's never been present in Yemen and the "tribes" - as I loathe to call them - are very influential. When there's a dispute between citizen groups in Yemen, most often these "tribes" or the South Yemen nationalist movement, the government is rarely involved. To gain pressure over one's opponent, you merely kidnap someone from the group he belongs to. The release of this hostage and the resolving of the dispute would then be connected and negotiated. It was and is in fact so common that it's not quite the threat it's made out to be. Hostages are treated more like guests than as prisoners, being treated well and living with the family who've taken them. With the arrival of foreign nationals, this tradition expanded in, well, a way to get funds or favours from foreign nations. But still, hostages were treated very well. It's only recently with the growth of influence of radical islamist groups, often under the banner of the nebulous AQAP, that some danger has crept into the whole process. While most kidnappings are still done by groups other than the Islamists, there's now the risk that the kidnappers get impatient or get a better offer from the Islamists, who are willing to pay for foreign hostages. Once transferred to their hands, things get a bit more dangerous, to say the least.