You should always make sure all the details of your plan are worked out and confirmed before you initiate it.
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You should always make sure all the details of your plan are worked out and confirmed before you initiate it.

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.

When you're in a difficult situation that calls for careful oratory and negotiation, you should let the best roleplayer in your group handle it.
Otherwise something like this can happen.

We've described the NPC villain speech already. It's only fair to give the players a chance to make some stirring speeches of their own. It's especially effective when they're under some sort of adversity and need to Stand Up To Be Counted or inspire others to do so.
Of course, being unwritten and unrehearsed beforehand makes it a challenge, and prone to inadvertent stumbling and silliness. But that's what good roleplayers live for.

If the players have fallen foul of a situation through no fault of their own (say, they had really bad rolls during a combat you expected them to win, or some other totally uncontrollable circumstance) and end up being captured, then it's fair and sensible to offer them a relatively easy way out of their predicament. Throw them a lifeline, as it were.
If they take that lifeline and start tying their own nooses with it... well, that's their own fault.
(This is another deleted scene from the movie, by the way, in case you don't recognise it.)

No GMing style is universally bad. There's always a player who appreciates a particular gaming style.
If you are seeking a new GM and gaming group to play with, and someone says that a particular GM is really good, make sure you know what that person's preferred playing style is before you accept the review at face value and take the plunge.