Sumo wrestlers live and practice in a heya (somewhat weirdly translated as 'stable'). Only some allow visitors to watch keiko (practice) and then admission is usually limited to official fan club members. Arashio-beya is unusually open: anyone can watch through the street side window – which offers an incredible close-up view – between 7.30am and 10am. See the website before visiting.
Practice is only held when no tournaments are in session (which includes those held outside of Tokyo), so definitely check the schedule online.