In regards to arena, here's my HearthArena profile with numbers I am reasonably proud of:
http://www.heartharena.com/profile/kiroI highly recommend HearthArena and use it for all my runs now, primarily to act as a second opinion while drafting. After using it for long enough, I value its recommended picks most of the time even if my initial gut reaction is a different card. Trust in the numbers and amount of raw data they are collecting. There are a few exceptions though (for instance, my current draft is a Warlock and I absolutely despise drafting Succubus so I passed on those). Also, Fel Reaver is a difficult card to use and should not be taken at all unless you're very comfortable in arena. Otherwise, put your trust in their numbers, read their basic deck archetype description and try to play it that way even if it's not your style.
It amuses me that if I always go second, I'm a 5 win player and if I always go first, I'm a 7 win player. I guess based on this, the ability to swing the game with the Coin is the hardest thing to master in Arena as it is only a 1 turn swing. While playing a mirror match, my heart drops if I go second because it allows the opponent to get their Druid of the Claw, or Fire Elemental out before you, as a rough example. On the flip side, if the opponent makes a Coin play, devote your stronger resources to deal with it if you can as that is the only real swing they will get due to being one mana behind through the first 10 turns. At the moment, one of the best Coin plays I can think of in recent times is to Coin a Piloted Shredder on Turn 3. That card is such a pain to deal with.
It really does suck that we are forced into GvG packs as Arena rewards and not given a choice, but otherwise, Arena is the best way to get better at Hearthstone. Once you've seen the meta decks in Constructed, there seems to be very little growth you can achieve until the meta shifts dramatically. Arena is often an interesting mix of bad cards, bad players, and the occasional bullshit comboes and starts that make you shake your head in futility. I love it. Feel free to add me on NA Kiro#1584 and I will tend to spectate Arena matches if I see Friends playing.