I would be the Dragon gym, located in a big fancy underwater facility with big windows looking out onto the sea floor with all the fish and sponges and such. I guess it could be like a underwater hotel or resort or something.
Basically you'd just have to fight your way through a number of chambers through 5 or 6 Ace Trainers until you get to my big domed central area with a number balconies for the guest to view the match.
My team: Haxorus, Kingdra, Flygon, and my shiny Arcanine with Dragon moves.
If you win you get a free room in the hotel, and room service, and a sub will take you back up to the surface the next morning. LOL :D