proud2b_latina,
When you are investigating pyramid locations, try using the 'M' key. The 'M' key "freezes" the tentative footprint of the pyramid, so you can scroll around and see what the problems are. If you are satisfied with the location of the pyramid then hit the left mouse button (as usual) to place the pyramid, otherwise hit the 'M' key again to "unfreeze" the footprint.
The "causeway" of the pyramid complex should end at a straight piece of coastline (at least 2 straight tiles, which is long enough to build a transport wharf). The game may allow you to build a pyramid complex at another location, and sometimes that causes problems, so check the end of the causeway before placing the pyramid complex.
A pyramid cannot be placed over the Kingdom Road (as Chebky noted), rocks, sand dunes, marsh, or anything you have built. Many players prefer to place the largest pyramid as soon as a mission starts, to make sure that nothing is built in its best location.
[This message has been edited by Brugle (edited 08-25-2005 @ 12:10 PM).]