Sometimes we want to train in a bespoke dojo, a place that invokes a connection to the art (whatever we perceive that may be). But this isn't always possible. Trying to find or create a place is never an easy or cheap venture. The majority of the time dojo will rent a hall or room to train, and that's absolutely fine. If you look at the history of the Bujinkan in Japan before the dojo that was built by the railway line the students would travel to many different places around Noda to train, in garages, in parks etc.
The Newbury dojo has trained in sports halls, community centres, church halls, and had for a while a purpose built dojo in a business park. We are now back in sports halls and community centres and conducting outdoor training in public places.
Does the location change the training? Well, only the small details with allowances made for different floor surfaces, temperature and available space. The training itself is the same. Hatsumi sensei has said "Wherever we can breathe, we can train." Sometimes training will benefit and grow from working in more challenging environments. With uneven floors we can develop better footwork, and with slippery flooring it helps develop balance and kamae. If we work outside we develop a more real time application for our footwork, and an appreciation how light and variations in the weather affects application of technique.
When the weather gets wetter, or colder, it helps us understand how our field of vision is reduced; how our movements can be less fluid and less precise as our degree of focus reduces. Different floor surfaces affect ukemi and we find that its floor texture that makes the most difference. Yes, hard lino is as hard as concrete, but the texture of a concrete surface makes it surprisingly more forgiving than a hard shiny surface when it comes to rolling. The other side to this is an understanding of how our opponent is affected by weather, climate and the environment. Which leads to appreciation of tactical considerations.
When we train with weapons the main consideration we have to have for long weapons and rope weapons are the safe area in which to apply them. Low ceilings will always promote low stances with swords and staff over 4 feet in length (Jo staff and longer). Low stances and adaptable ukemi - which develops with different environments - will always make overall training better and help with the development of better taijutsu overall.
So, where to train? The answer - where we can, with a flexible approach and adaptive attitude.