My idea for an arena is a bombed out/destroyed city, possible Chicago or Detroit. The cornucopia is at an abandoned stadium, I'm thinking like the Pontiac Dome or Soldier Field.
The tributes have to run around the ruined city, there's plenty of hiding places in burnt out/abandoned buildings. Also the ruins of the city contained old vehicles, tanks, humvees, etc.
The reason this will be so fascinating, is that we get clues about what happened to the old United States. Did a natural disaster cause the destruction of the city? Military action? Civil unrest?
Also, the tributes find plenty of weapons in the abandoned city from the old days, so the Tributes that only grab a few supplies from the cornucupia, or choose to avoid that scene altogether, have a chance to 'power up' from items they may find.
I'm visualizing scenes like this:
2 tributes that pair up early in the game are in a building, and they're standing at an old coke machine.
Girl Tribute: "what's this?"
Boy Tribute: "Coca Cola? I never heard of it"
They break it open, and a lone can of coke is at the bottom of the machine. They open it.
Boy Tribute: "It looks like some kind of oil that they used for their machines or vehicles"
Boy Tribute: "yeah, you better leave it alone, it might be bad for you.'
You can use your imagination and think of various scenerios where this would be fun and interesting.