Lying tricept extensions are the best exercise for your tricepts. Here look at this. Go to the arms tab and then to lying tricep extension and it shows you how to do it. I do them with little 5# hand weights and hold them like hammers. http://www.bodyforlife.com/exercise/animations.asp
My fiancee and I have, quite by accident, become avid rock climbers and I can't praise it enough.
You do NOT have to be in awesome shape to be a climber because it's mainly technique-based (there is a fat 72 year old man at our gym that does it) and it is SO much fun and such an amazing sense of accomplishment! We'll go for hours at a time together.
Since we don't live near mountains we go to a local rock gym (most areas have them now) and you can rent all of the equipment and take some introductory classes. I didn't really think it was that great a workout because I really was just doing it for fun and I never really felt THAT challenged (at first it was hard, but I dind't "feel" it once I knew what I was doing). Then I saw pics of myself that a friend gave me and OMG my arms and back look AMAZING. They are perfectly toned but not bulky - like really the really sexy way.
I HIGHLY recommend looking into it. It's a great way to spend time with your man too!!!
Are you doing cardio and eating healthy too? You could be really toned but if you arn't losing the pounds, the muscle is not showing. Maybe sure you are incorporating all these aspects (healthy eating, cardio and weight lifting) into your daily regimen and your arms will defiantely improve.
someone on the boad suggested pilates to me. I finally just found the DVD at target for like $10. Its a target specific workout. Its 10 minutes each area, including arms, thighs, abs, and hips. I haven't been able to try it yet (only just found it yesterday) but it's supposed to be good. Or try using weights. And if you don't have any and can't buy them you can use full water bottles, sounds funny but anything works really.