Depends on how many hands it is, the bigger it is the more pricey shipping will be. . .
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jhbryaniv:I would think Shetland, They are more stout and better work ponies, the Arabian tends to just be another pretty face or so I have heard. . .
Brandon:Well that, and if you ship the Arabian on a boat (which makes the most sense), you run the risk of the vessel sinking, the horse and some random boy getting stranded on a deserted island... said miscreant falling in love with your horse, only to eventually steal your property and turn it into a famous racehorse.
Not that this could happen, it just seems I heard a story about it somewhere.
If the Arabian is female and any color other than black, you're probably fine.
Risk is entirely eliminated by sticking to ponies. Shetlands are small enough you can almost cram them into an overhead compartment.
-Brandon.