First of all, never shave your arms. It may be tempting since the arms offer a large, flat skin surface for which to run the blade, but doing so will result in unsightly, thick and bristly re-growth. Avoid the razor and find another method for hair removal for arms. Try one of these other effective hair removal methods instead.
If you want your arms to be hair-free for longer, you've got to remove the hair by the root. Wax in small patches to lessen the chance of injury. Do-it-yourself waxing kits are inexpensive and widely available.
Waxing only works on hair that is at least 1/4" long so you'll have to be furry like a peach for a couple weeks if you want to repeat the process.
If you have a light skin tone, dye the hair to match or complement your skin tone. It's not considered hair removal but it does help to blend the hair color in with your skin tone, making it less noticeable. Bleaching kits are very inexpensive.
Laser hair removal is a longer-lasting, less painful way to achieve hair-free arms. Depending on the thickness of the hair and the speed of re-growth, it may take between three to six treatments to remove the majority of the hair but can result in smooth skin for much longer than that. For some people, the effect is permanent.
Hair removal for the arms is straight-forward, easy and not particularly painful. Just make sure to stay away from shaving your arms!