My Arsenal Lineup
I am not sure how to past images, so I will attempt to describe it.
Arsene Wenger as you know runs a "turbo-charged" French 4-5-1.
----------------GK----------------
RB---------CB------CB----------LB
----------CM-----------DM------------
RM--------------------------------AM
---------------AM-------------------
-------------------CF---------------
Close enough.
I keep the back line flat, I put arrows straight back on all my defenders, because the game doesn't seem to understand defence. Then, put straight forward arrows on the RB and LB.
The french 4-5-1 Consists of two DM's behind 3 AM's. I change this up to make Arsenal's attack a bit more like they are. The formation is the same, just the position titles change. Fabregas (CM) lines up next to Gilberto (DM). I put a straight backward arrow on Gilberto. Trust me, players have no problems getting into the attack in this game. On Fabregas I put a straigh forward arrow and a arrow angled toward the center. This sets him up in his supporting position in the attacking zone.
For the attacking 3 I do the following: Rosicky (AM) likes to sit at the top corner of the box, but he will also get in the corner when the need calls. Therefore, I put a straight forward arrow and a "slanted to center" arrow. For whichever RM is in the formation (notice I keep this guy a RMF and not an AM) I like him to get good coverage along the sideline. And, he can cover for Fabregas when he gets in too deep (common problem in PES). I put a straight forward, and straight backward arrow. I also like to drop the RM back a bit when I use a fast player. For Van Persie I like to cheat him towards the RM just a bit, and I set him as a AM as far forward as possible. Sometimes, I change him to a SS and leave him as far back as possible (but like I said, defense is the problem in PES, not attack so I think SS is unneccessary). I put an angled attacking arrow left, and angled attacking arrow right. No straight arrows. You don't need it.
For Thierry Henry, I cheat him just a smidge towards Rosicky and put and arrow straight backwards. Yes, it works, think about how he sets up atop the box. And an angled attack arrow towards the net. I set him at about penalty spot depth.
I use High Defense arrows on CB, CB, LB, RB, DM, CM. Normal defense arrows on AM (LW) and RM. And, Low defense on AM and CF. I also set everything to Auto-Attack which increases the flow and speed.
Hope this helps. I don't play with Arsenal, but I set up all the teams to their game type. My friends says it is right on, and when I play them it seems very accurate. Good luck.