Well, now I feel silly. I wrote this post for a completely different thread because I hadn't seen this one. Oh well, suppose it won't do any harm if I repost it in a more appropriate thread...
I agree with you that there are several good reasons to do Arrival pre-SM. I used to do it after post-SM simply because that's the way it was supposedly meant to be done, but then just for the heck of it I went ahead and did it pre-SM in one playthrough and now I prefer it that way. I think it helps the story of ME2.
I feel that for all the talk about them, the Collectors themselves really don't have a very large presence in the story, and the Collector General is the closest thing ME2 has to a central villain. By having the General appear to Shepard at the end of Arrival it gives him more of a role and makes him seem more menacing. That, and I think Arrival post-SM actually kind of undermines ME2's terrific ending. Shepard looks out into space and knows that the Reapers are on their way--and then we actually see that happening out in dark space, as Harbinger and the rest of the Reapers prepare to unleash themselves upon the galaxy.
Also, I think the epilogue with Shepard and Hackett actually works better if you do Arrival pre-SM rather than post. Hackett acknowledges the Collector threat to humanity and tells Shepard that the Alliance is at least trying to do something to help, whereas in the vanilla game it feels like the Alliance is either unaware of the problem or unwilling to do anything about it. Shepard says that he'll turn himself in, but only after his mission is done. Well, if you do Arrival post-SM, then exactly what mission does Shepard have left to do? His mission was to stop the Collectors, and he did that. So really there's nothing keeping him from turning himself in to Hackett right then and there.
I don't do it immediately after Horizon, though. I know the game pretty much forces you to take Hackett's call right away, but I head-canon it by saying that the call comes in later on. I prefer to do it at some point after the Collector Ship, because after that you don't see the Collectors again until the Suicide Mission, which is a really long time if you do all of the loyalty missions and N7 missions before the Reaper IFF. So now I actually like to do Arrival somewhere in-between the Collector Ship and the Reaper IFF, roughly after half of the loyalty missions have been completed.