I would have a bridge going over lava and statues of dragons that can help you get around the gym. My finishing Pokemon would be etheir a Hydreigon or a Tyranitar. But if I could I would want to be the Champion. That would be nice.
I'd have an open air, floating gym, just off the coast like those islands in Dubai, to accommodate Pokemon of all types. Just because it's nice. Then there would be a big stand on the shore for spectators. I would use a random 3 of the following Pokemon: