There's a few things you can do. Try creating a curve in your front viewport. Then create a simple shape or use the Nurbs square or circle, then do an extrude.

You can also use a half torus to start and tweak from there depending on the look you want.

Lofting will work as well if you think ahead of time of what the final arch will look like and then draw the profile curves to match the changes in shape as the arch goes from front to back.

But personally, I'd stick with polys for the arch unless you are doing something futuristic looking or perhaps fantasy style.

Darkon