Usually it's "arrive at" the airport. Here's a short explanation from Marcella Frank:
"After the verb 'arrive,' 'at' refers to a place smaller than a city or town:
He has arrived at the airport (or the station, the library).
'In' refers to a place larger than a city or town:
He arrived in California (or Brazil, Europe).
For a city, 'in' is more usual, but 'at' may also be used, especially in reference to traveling:
The plane arrived in (or at) Singapore an hour late."
Quirk** states in a footnote in section 9.16:
"Prepositions denoting position (not destination) are used with the verb "arrive" and the noun "arrival":
She arrived in London/ Kenya/ British Columbia
She arrived at the shop/ bus stop/ seaside
On her arrival in London/ Kenya/ British Columbia
On her arrival at the shop/ bus stop/ seaside"
So, you would say:
We arrived at Heathrow two hours before the flight. However, we had to wait in the terminal for four hours before the plane took off.
The plane arrived at JFK right on time.
Ladies and gentlemen, this is your captain speaking. We are flying at 35,000 feet in clear weather with a good tail wind. We should be arriving at JFK ( or, arriving in New York) right on time.
If you leave London at noon, what time will you arrive in Frankfort (referring to the city) or at Frankfort (referring to the airport)?
By the way, students often want to say "arrive to" a place. However, "arrive to" is never used.
*Modern English, Second Edition, by Marcella Frank. Regents/ Prentice Hall. 1993
**A Comprehensive Grammar of the English Language, by Quirk, Greenbaum, Leech, and Svartvik. Longman. 1985