There are lots of clip art arrows out there, and they can be brought into Photoshop (or Illustrator) to be manipulated, or maybe just traced. Then just save the PSD or Ai files of every type of arrow you normally use.
If you want to get really fancy, use After Effects to create, animate or manipulate your arrows.
If you want to post some pictures of your favorite arrows, it might be fun to see what some of us could do with them.
In any case, while the Mac may not have enough transitions, you may not actually "need" a transition to accomplish your goal.
Edit: Found this - http://www.monologue.gr/tutorials/an-animated-arrow-tutorial-to-rule-t hem-all/