An exposition of Paul’s Letter to Romans
Paul may have spent as much as 25% of his time as a missionary in prison. We know of his brief lock-up in Philippi, two years' imprisonment in Caesarea, and at least another two years in Rome. Paul says he had been "in prison more frequently" (2 Cor 11:23) than his critics. To understand Paul, we need to understand where he spent so much time.
A bloody ordeal
Roman imprisonment was preceded by being stripped naked and then flogged, a humiliating, painful and bloody ordeal. The bleeding wounds went untreated; prisoners sat in painful leg or wrist chains. Mutilated, blood-stained clothing was not replaced, even in the cold of winter. In his final imprisonment, Paul asked for a cloak, presumably because of the cold. (There are other possible reasons for Paul's request: see 2 Timothy 4:13 and notes there.)
Most cells were dark, especially the inner cells of a prison, like the one Paul and Silas inhabited in Philippi. Unbearable cold, lack of water, cramped quarters, and sickening stench from few toilets made sleeping difficult and waking hours miserable.
Male and female prisoners were sometimes held together, which led to sexual immorality and abuse. Prison food, when available, was poor. Most prisoners had to provide their own food from outside sources. When Paul was in prison in Caesarea, the procurator Felix gave orders to the centurion to "permit his friends to take care of his needs" (Acts 24:23).
Because of the miserable conditions, many prisoners begged for a speedy death. Others simply committed suicide.
The privileged few
All of these privations and sufferings could be lessened to some extent if the prisoner was important or paid a bribe, as Governor Felix hoped to receive from Paul in Caesarea: (Acts 24:26).
A prominent individual, or one expected to be released, might be kept under house arrest if he or she could afford the rent. In Rome, where housing prisoners was excessively expensive, Paul was given the privilege of house arrest, and he paid the rent himself (exactly how, we don't know).
In his final imprisonment in Rome, though, Paul's life came to an end in the woeful conditions of a Roman prison.
Note: Some of the above is taken from John McRay, "Paul and His Times" (Christian History, No. 47).