In the dosbox configurator for arena it gives me a few options. Overlay, Surface, DDraw, Direct3D, OpenGL, OpenGLnB, i wondering which if any where better than the others for running the game?

Try it out yourself, for example output=ddraw, =opengl or =openglnb (these three are likely to give the best results).
I'd experiment with scaler, too, for example scaler=2xsai, =super2xsai, =hq2x or =hq3x (the results may depend on your graphics card - I use scaler=hq3x).
Finally, you could try fullresolution=desktop and aspect=false (may be the default setting, I don't know). It looks slightly stretched (horizontally on wide-screen monitors, depending on your monitor format), but at least the whole monitor screen is covered.
And don't forget to increase detail to max (in the options menu).