King Arthur in Caerleon-on-Usk, Wales.

Caerleon-on-Usk was King Arthur's court according to Geoffrey of Monmouth.

This judgement may have been because Geoffrey himself came from a few miles north in Monmouth.

The temptation is to say that Geoffrey of Monmouth placed King Arthur close to his own home is great, especially since subsequent excavations have unearthed nothing which suggests use of the kind Geoffrey of Monmouth described at any time after the Roman withdrawal.
 

The Roman settlement was Isca Silurum, a legionary fortress. Ruined walls still show the layout of its buildings, and an amphitheatre can be found nearby.

The Romans built a fortress at Caerleon, along about 74 AD. The headquarters were built in 75 AD and the baths in 85 AD. The latest known structural work was completed in 255 AD. The fortress was taken over by civilian personnel and was occupied until about 370 AD.

After that, when the Romans left, it became a British settlement. It very well could have been the seat of power for a powerful warlord or perhaps a king, maybe not in the style of Geoffrey's City of the Legions, but impressive all the same to the people of the time.

The amphitheatre, designed to hold 6,000 spectators, was the scene of bloodthirsty entertainment as well as training. This and the barracks, currently the only Roman barrack blocks visible in Europe, are open free to the public all year.

With the departure of the Romans, Arthurian legend has it that the fortification then became the court of King Arthur, with the Round Table. Geoffrey of Monmouth was almost certainly retelling popular legends of the Wales.

The Caerleon of the 12th century, when Geoffrey of Monmouth was writing, featured remains of baths, vaults, and even central-heating systems. It was a population center and an important town. It would have been easy to believe that such a place, close to Carmarthen, home of Merlin and one of Arthur's 12 great battles respectively, could be home to a King Arthur.

Geoffrey of Monmouth's own account of Caerleon included two famous churches and college with 200 scholars. And Arthur, after conquering Gaul, has a tremendous Whitsun ceremony. Knights engage in archery and javelin contests and throw dice.

Geoffrey of Monmouth makes no mention of a Round Table, but Caerleon has one in the form of the large amphitheatre, which, with a bit of imagination, could have been a sort of Round Table, without the table.