A request for information at the Ancient/Classical History Forum at About.com about morituri te salutant – and yes, it's most likely an urban legend and you also can read about it in the above forum – sent me to my books.
Here are the two most informative ones:
Emperors and Gladiators by Thomas Wiedemann (with an Amazon preview)
fairly expensive, but there are some used copies
well worth reading, dispensing with ancient myths and modern prejudices
Emperors and Gladiators preview in Google Books
JSTOR, limited access, has three reviews.
Spectacles of Death in Ancient Rome (Approaching the Ancient World) by Donald Kyle (with an Amazon preview)
unfortunately even more expensive
Spectacles Death preview in Google Books
JSTOR, limited access, has five reviews, including one by the above author Wiedemann, plus three smaller ones as part of related groups of books.
