Hi,
I am not sure if you have seen this and the explanation in this video is not as clear as I hoped it would be - I will redo it soon - but for now it should give you some idea of what goes where. Ignore the bit about hacking the receiver and PPM, you can use your receiver channels as they are.
In this case, I do use the V+ from the ESC because it provides the power circuit for the receiver and steering servo. You could use this to power the Arduino, but I beleive its much better to use the battery power through the Arduino regulator. DC motors can generate a lot of noise and the regulator provides a some buffering from this noise.
Duane B