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I've done both.... BGs are a killer blast for (arcane or otherwise) mages (many vs many is mage heaven)... arena is not so good for (arcane or otherwise) mages, but I'd go with deep arcane or 17/0/44 for arena.
Yes, I love my deep/full arcane spec for BGs, but I've had great fun in BGs as full on pyromaniac spec, too. BGs allow mages to be mages. Arenas, I think, are very hard for mages, even with the most feasible frost spec -- fighting in a small box while on the move isn't really the signature ability of the class, although it can be done, with considerable difficulty and adjustment.