Timo,
Arrow widget is high on my list. I've already added a post-it node widget (will be available in the next release) and other annotation widget are on their way.
Meantime you could use some custom images to simulate arrows. Just add those images to your project and drag them from the Project Explorer view when you need an arrow.
I would like spend more time on the arrow widget as I think it would be best for it to behave differently from other widgets. For example to draw an arrow you should be able to specify the starting and the ending points. Then you should be able to manipulate those points independently. I want to avoid the approach taken by other tools which draw the arrow as a diagonal of a rectangle and then let you manipulate that. I find it counterintuitive.