This world. A world where trophies fight. We all know this intro, we all know this scene. But do we suspect that this could be Final Destination? Most don't think so, but I say I do.
Now before I continue, I'll go over the Smash history.
In the single player modes in both Super Smash Bros. and Super Smash Bros. Melee, the player had to go trough several kinds of stages until they reached the end, by defeating your opponent. In almost every sinlge player mode (All-Star mode is the only exception) the last stage is the Final Destination. This due to the fact that this stage indeed is the last stage of the run.
Now, how could this stadium be the Final Destination? Surely it isn't the last place to be. We clearly know that we'll fight on it when fighting Petey Piranha.
How how would this stage be the Final Destination? For that, let's look at the stage in its current condition.
We can see that the stage so far doesn't look that big. But look at the cages. Compared to Petey this stage does seem small, but compared to the cages its size is perfect. Also, since we can only base the boss fight on two screenshots, we don't know the actual size of this stage.
Now, how could this stage be as epic as the previous Final Destinations? Simple. We'll have to go back to the story. We know that the Subspace Army is planning on obliterating this world with the Subspace Bombs, which can excise a part of the world and suck it into the Subspace.
We can see that our stadium also gets engulfed by this explosion.
So, what can we learn about this?
Remember most games you've played so far. What was their Final Destination? In the first Super Mario Bros. the goal was to reach Bowser's Castle. In SMB3 this goal was the same. In Metroid Samus' goal was to reach Mother Brain. In almost all Legend of Zelda game you are heading towards Ganon(dorf)'s lair. All these games have one thing in common: the Final Destination was always at the source of the problem.
So, this time, the Final Destination is the stadium, but not at this world. This time you'll go outside the regular dimension to save the world, and enter the Subspace, eventually reaching the Final Destination. And, ironically, this could be the point where you started your adventure.