On the UESP you can find many mods and utilities for Daggerfall.
http://www.uesp.net/wiki/Daggerfall:Files
One I really recommend is http://www.uesp.net/wiki/Daggerfall:AndyFall. It adds many new elements to the game such as knights on horse, more armor, new icons, new clothing and many other things. A must-have!
Another mod that is very cool is Daedrafall. A mod that twists Daggerfall's storyline by making you a Dremora who kills the original Daggerfall protagonist in Privateer's Hold, the starting dungeon. You are a Dremora who has been cursed by Mehrunes' Dagon to walk the plane of Tamriel as a mortal. I haven't played far enough with this quest mod, so I don't know if the whole storyline has been changed. Still, a nice mod to try when you've seen the first main quests hundreds of time.
Arena doesn't have any mod that I know of. Only save game hacking utilities.