Best Software for Handling Chess Problems


You really have to try all of them yourself, and decide which one you prefer. All of them have their own advantages and disadvantages. There is no "best" interface. A lot of it is simply a matter of personal preference.
I agree with you on Arena. Lots of players like that inteface but I don't.
A few other interfaces to download and try: Scid vs. PC, Tarrash, WinBoard, Kvetka, Babaschess and ChessDB. If you look you may also find an older and thus very inexpensive copy of Shredder or Fritz out there.