Buy some light hand weights, here's a useful workout i picked up from a magazine:
1. Hold weight in each hand, arms hanging straight down.
Turn your wrists outwards at 45 degree angle and curl your arms up to your shoulders.
Repeat 15/20 X (This one is supposed to keep biceps stretched so u don't bulk up too much)
2. Bend forwards at the waist, holding weight in each hand. Keep your elbows next to your waist, holding your arms paralell to your body, bent at the elbows to form a right angle. Straighten your arms, focussing on using your triceps to straighten them. Repeat 15/20 X (Triceps, ones behind your biceps, which eventually turn into wings in old age!!)
3. For Jennifer Aniston-esque shoulders: Hold weight in each hand, keeping your arms straight, raise them out to the side and continue up so that your knuckles r pointing to the ceiling/sky. Once your armpits are on display to the world, bend your elbows so your hands go towards your neck (keep your elbows pointing to the sky) and straighten. Lower arms back down to the sides (and throw in a bicep curl here if u like).
Don't 4get to stretch, this will lengthen your muscles and help subdue any muscle pain the following 2 days.
Astanga yoga is also v.good for arms.