they are one of the best teams in the world, so you'll have more access to extensive media coverage. their matches are often available on american cable tv, and are always available online for free (though perhaps not legally).
nearly their entire team is young players. though perhaps he shouldn't have, their coach stuck to his beliefs and is developing his players from within, instead of just throwing millions of dollars and any player who has one good season. in other words: they aren't the yankees of soccer.
also, their entire team is international talent. if you are a soccer fan, you'll see arsenal players on probably all teams from euro 2008.
they are located in the capital of england. don't neglect this fact. you can combine a trip to london with a trip to the arsenal.
arseblog.com. hilarious daily updates on all things arsenal. and a weekly 'arsecast'.
as a fan of soccer: they play it. their goal is to not only win, but play attractively. their passing and movement is as entertaining as it is technically excellent. a quote from an article on fabregas yesterday, an international star and one of the best players in the world: "We want to enjoy ourselves and play attractive football, for us and also for our fans. We must not forget that football has become a show."
but the most important reason to cheer for arsenal: they aren't tottenham.