Go with the "hire a spellcaster" chart. You're having the spell cast directly upon the arrow, not turning the arrow into a scroll.
If you want a permanent, continuous spell effect on the arrow, and it's not a spell like Continual Flame which has a permanent duration, then the formula is Caster Level x Spell Level x 2000gp.
Continual Flame: 50gp plus any caster hiring fee, the cheapest way to permanently make something glow.
Dragoneye Rune: Dunno if the spell is still functional after the arrow breaks...
Explosive Runes: Either method should work. Find out if your DM agrees that Explosive Runes should trigger if the object is destroyed, to find out which version is better.
Gem Tracer: I doubt it. Arrows that hit their target are considered destroyed, so it's no longer intact to trace.
Glyph of Warding: You can't open an arrow, so it's not a valid target.
Leomund's Trap: You'd have to make sure the enemy thinks to check it for traps first, otherwise it won't have any effect.
Magic Mouth: Sure, why not?
Profane Item: Should work just fine, so long as the arrow hits.
Refuge: If it works, which I'm not sure it would, you would appear in the caster's abode, or the caster would appear within 10 feet of you, whichever version was cast.
Sacred Item: Same as Profane item. Fear effects stack unless they state otherwise. As for prices, since it's permanent until discharged, the hire a caster chart is good.
Sepia Snake Sigil: I have no idea how it would work in conjunction with Explosive Runes. I'm sure there's an order of process that has to be followed, though, and if Exposive Runes goes off first, SSS shouldn't trigger because the object has been destroyed.
Skull Watch: Looks like you'd choose a facing when casting it. Once it's been slung, I'd randomize the direction it faces. As for going off at landing, I would think that only when a living creature enters its area after it lands would it be set off.
Trobriand's Glassee: Yes, you could make them transparent, like they were made of glass. Advantages? Not off the top of my head, but I'm sure someone can think of some...