I have recently started wearing one of the arm sleeves and actually find it quite comfortable for golf and running. If the material is right, it actually cools your skin even on the hottest days. The one I use, recommended by some top-notch docs, is from Coolibar (http://www.coolibar.com/). There are obviously plenty to choose from but this one is comfortable for golf - not too restricting, breathable and full sun protection.
Don't wait for your first scare - take it from the Aussies and Slip, Slop, Slap!