My new favourite exercises are dips. So good to do only when i haven't worked my tri's beforehand. I feel too fatigued to do them otherwise. Considering i'm still on trents version of beginners strength, my arms benefit from bench press (triceps) dips, chinups both wide and close and hammer curls. Dips are the best for me at the moment with tri's. Chinups i love for arms as well, nothing better than bodyweight movements to really get that burning sensation.
Wednesdays I substitute dips with tricep pushdowns, slow and strict form really hits the triceps hard.
Personally i've found that with my training my arms benefit from most of my exercises, arms have definately grown and gotten thicker. Check my body transformation thread if your interested to see the difference in arm tgickness since training