The gladiatorial arena is a staple set piece in fantasy/historical games. Little can compare to the thrill and spectacle of PCs and beasts in a desperate fight to the death, confined in a small, inescapable space with no cover, and being cheered and jeered by a vast bloodthirsty crowd.

But you need a proper build-up to get the players into the right mindset. Give them time to ponder their fates, plan their tactics, and anticipate the inevitability of their impending doom. A scene in the tunnel prior to emerging into the roar of the crowd is ideal.

The tunnel scene also gives them the opportunity to attempt an escape by attacking the guards. This inevitably leads to them battling their way backwards into the arena, where the expectant crowd thinks the very real fight between the prisoners and the guards is all a scripted part of the entertainment.

Of course players will always do something unexpected.

Transcript

GM: You're about to be led into the arena. You hear the expectant roar of the crowd and the trumpeting of music.
Anakin: This is the end, beautiful friend. The end.
Padmé: No! I have a brilliant plan!
{beat, Anakin glances at Padmé}
Anakin: {no eye contact} It's a struggle, it's a war; And there's nothing that anyone's giving.
Padmé: Don't give up! You still have us.
Anakin: One last day standing about, what is it for?
Padmé: Don't give up. We don't need much of anything.
Anakin: One last day to be living.
Padmé: Don't give up, 'cause out there I've a plan that can't go wrong.
{beat}
{beat, as Padmé and Anakin move closer to one another}
GM: Um... You emerge into the arena.
Anakin: Do we hear the people sing?
Padmé: Is it the song of angry bugs?
GM: Huh?