Instead of coming up with potentially boring Arena ideas myself, I decided that the combatants should come up with arenas themselves. Just give me the general setting for an Arena then a few thing you would want to see or would find cool to add to said Arena.
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Maybe an upside-down esq place with daemons and monsters occasionally walking onto the arena? Or maybe an arena on top of a massive robot, during the middle of a battle with [i]another[/i] giant robot. So the field of battle gets kinda blown up in certain sections, or weapon systems pop up out of the ground.