It's not finished yet (I've just started a fortress), but I'm designing a circular arena. It can be made into four separate arenas or a maze with the flick of just a couple of switches. It can be flooded, partially or completely. It will be trapped with pressure plates randomly connected to spikes, grates, floodgates, hatch covers...
Since the arena alone would be quite lame, I'm also planning on making a 15-high, 15-wide, 5-deep entrance arch. It'll be flanked by the greatest walls of my fortress: a two-wide wall, except for on the places where the heroes who have fallen defending the fortress from various foes. Then there is the two-wide walkway and a last wall. This wall complex will be at least three high. Right next to the wall will be the main barracks building. The only way in will be via the arch and walls. On the ground level, the barracks, z+1 will house the training grounds, weaponry, armour and food will be stockpiled on z+2. And if I feel like it, I might make a fountain along the entry to the moat, just for the fun of it. The water will be tapped from the river and stored above the barracks.
And then there's the tower. This will most likely be made last, since it's the most work and isn't of such a high importance. A sky-high tower, all the way to the highest z-level possible. If it can be done, I'll try to make it completely out of the whitest of marble. Just like all other buildings outside. I have no use for them yet. But most likely I'll have a massive siege worker training operation on at least one floor.
Last, but certainly not least, there is the complex of tactically placed towers outside of the fort. Every tower is accessible by an underground passage linking the towers, the barracks and the fortress. The details will be worked out as I go.
But first things first. The arena. Or at least the general outline has to be done before I start with any other project.