I had to answer this one, being a tennis junkie myself:
You didn't mention what part of the country you are in, but in general I would suggest that you see where other such facilities are located. Ultimately, the city or county Zoning department will dictate whether or not the use is allowed so you should be sure and check with them during your due diligence period, if not sooner.
Zoning aside, you should also consider a site's visibility and accessibility to your targeted market. Here in California, existing large indoor facilities such as Clubsport are located in commercial districts, usually in the vicinity of hotels, offices and shopping. On the East Coast however, I have also seen them in more rural areas. Depending on where you are the site may need to be zoned for Parks and Recreational use, or in a residential area it may require a special Use Permit, involving involve a public hearing where neighbors can give their opinion.
Good luck with your search, and I hope this helps.
Main Street Realtors
Soquel, CA 95073
Feb 14, 2012