http://www.eetimes.com/design/medical-design/4213140/Techniques-for-accurate-ECG-signal-processing has some useful information. The amplitude appears to be about 40mV 2mV peak to peak, so you will need an amplifier with a gain of 50 or 100 1000 or 2000 on each channel to get good readings.
Be very careful of connecting anything to the human body, especially near the heart. I recommend that you power the Arduino and associated electronics from a battery, and do not connect the Arduino to a PC or to anything else while using it as an ECG.