OK first off, this is an image of the gateway arch in st.louis .

Second, how i would model this is with a poly cylinder, with 3 sides for the arch. The image i attatched is a good head on image, so you can probably just model off of that as an image plane. If you started off at one bottom.. with maybe 20 spans on your cylinder with 3 sides... then you can slowly rotate each piece and resize so that it makes the arch... this is how i would do it. I wouldnt do it in nurbs because its not sharp enough, and so polygons seem like the best bet . Try to get different views of the gateway arch.. figure out how its built.. dont always just jump into a model. Best of luck though and hopefully it wont take you more than half a hour .

BTW, dont forget.. you only have to model half of it .. the other half can be mirrored over.