How about gladiatorial arenas complete with hard-won glory and fabulous cash prizes?
You must be kidding. This is Ur-Hadad. Of course there are. Some are grand, and only the best of fighters and richest and most important of patrons are even able to get in. Others can be found in poorer environs. It is even rumored that there is an arena in the Undercity, where escaped slaves, fabulous beasts, and all manner of other things fight for gold or for death. Most folks, though, flock to the Blood Chapel on the Street of a Thousand Gods where the priests of Gorus Na'al provide the most spectacular show around. Every day from dusk 'til dawn, their arena runs with blood. Every fight is a fight to the death, and the blood that is shed, a tribute to Gorus Na'al. Winners are adorned with jewels and rewarded with gold. Losers are used to feed the dangerous creatures kept by the Temple's Master of Beasts.
Are there any secret societies with sinister agendas I could join and/or fight?
Take your pick. Ur-Hadad is a hotbed of skullduggery and intrigue. A variety of leagues, societies, and orders have sprung up in the city. Many of them, of course, are not what they seem to be, and serve as camouflage for shadowy groups and individuals who would prefer that their machinations stay hidden. Others are exactly what they claim to be, and serve any of a thousand purposes.
What is there to eat around here?
Ur-Hadad is the largest human port in the world. It also sits right in the middle of rich fishing grounds. One can find all manner of foods, spices, and drink in its markets. The city is also known for its fine and diverse cuisine. One need never eat the same thing twice, in Ur-Hadad, even if one lived a hundred years. If someone can imagine eating it, you can probably find it here.
Any legendary lost treasures I could be looking for?
While recently is has been rumored that the Frosthammer of Graki Deathstalker has been found by the members of the Divine Order of the Purple Tentacle, there are many more such legendary treasures to be had. Each is unique, has a story, and provides all of the boons and banes Men associate with magical things. Here are a few with which you might concern yourselves, being fellow adventurers. Mind you, not a lot is known about some of these items.
The Mug of Durok
Durok Goldenmane is a legendary dwarven hero known both for his adventures and for his longevity. It is rumored that he endured more than 10,000 years, subsisting on nothing but the ale in this mug which, it is said, has no bottom.
The Black Sword
This storied bladed is reputed to have been forged simultaneously on many different planes by masters of the art. Its concurrent existence in multiple planes of existence allows the blade to strike creatures only affected by magical weapons with +2 to hit and +3 to damage. Its resonance with the energies of those planes causes the black metal blade to glow in different colors, depending on the nature of the energy in question. The blade's unique status makes it difficult to hide by any means, magical or mundane. The same is true of the person who possesses it.
The Mystical Sphere of 30
This onyx sphere is about seven inches in diameter. It is filled with some sort of bluish-purple liquid and has a window of indestructible crystal build into one side of it. Through the window one can see a 30-sided stone of an unknown material, each of its sides carved with runes in an archaic human language. The holder of the sphere may ask one question per day and by reading the sphere's response, receive a true (but somewhat vague) answer.
The Scepter of the Jester Kings
The Scepter is a legendary relic of the earliest history of Men. The Imperial Elves, during their long and bloody dominion over Men, would capture human leaders and make mock of their status by using them for entertainment. The practice of dressing fools in motley comes from this practice. However, one such leader was a powerful human wizard, Gorlo the Joker, who ensorcelled his fool's scepter (and crown of penises, but that's another story) by calling upon Arn the Mocker, the god of practical humor. A successful attack with the Scepter drains 1d3 Luck from its target, one point of that Luck accrues to the wielder and any remaining points to Arn the Mocker. Twice per day, the Scepter can be used to cause accidents; the more powerful the target, the more calamitous the accident. However, those accidents, however horrible the results, must be humorous to Arn the Mocker. If they are not, then the Scepter's holder must make a Will save or lose 1d4 Luck, permanently.
The Bow of Arkuno
The Bow of Arkuno is. It is rumored to have been carved from the wood of the World Tree and reinforced with minotaur horn. Arkuno used it to slay the Torfos God-King of the Crab People. Any creature struck with an arrow from the Bow of Arkuno must make a Reflex save (DC 15) or be knocked prone. The bow does 1d8+Agility Mod damage.
The Candelabra holds three candles, one red (made with the blood of dogs), one black (made with the ashes of wild boars), and one white (made with fat from a werebear). When lit, the Candelabra allows the user to read magical writing without casting a spell. It also reveals hidden compartments and secret doors and any invisible creature (within 20' range).
This armored cup belonged to the Metal God Lemm. It grants the wearer additional protection (+2 AC, +2 to Fort saves ), as well as immunity from poisons of all kinds. However, the wearer must drink strong liquor every day or the Codpiece will vanish, to be found by another, more worthy user.
The Eyes of The Serpent (currently in the possession of the wizard, Amor Ba'Gish)
The Eyes of the Serpent are two roughly cut stones of dark reddish hue. Lights dance within them. The recently were liberated by the Divine Order of the Purple Tentacle and delivered to the wizard, Amor Ba'Gish. It is uncertain what they are for, but it is rumored that he paid 50,000 gp to the fool who parted with him. The deal he made should be considered a bargain for the ages.
Demonic Puzzlebox (because, why the hell not?)
Yeah, a weird take on the Hellraiser puzzle box. It's just too cool not to have it around, right?
The Iron Standard
This is like the standard in Glen Cook's Black Company books. Anyone holding the Iron Standard is affected by a geas (pick one appropriate to your setting). This geas spreads from person to person, as the bearer accumulates followers. This happens over time, but more or less automatically. Anyone with the standard in his possession gains the ability to recruit hirelings, men-at-arms, and other henchmen as if Personality/Charisma 18 (or more in the right circumstances). However, the geas of the Iron Standard leads inevitably to battle, and most of those followers are fated to die. Then the process of building a host begins all over again. The Iron Standard is an lance with a rusty iron head. The shaft is mundane and has been changed many times, as has the banner attached to it. The lance head is the important part. Its legend suggests that it was the penis of a demon prince. It is a fell weapon against when used against supernatural beings. It has killed gods.