What ninjas do you have? He is really good for Arena, this is what I normally use with him:

X X X
KANKURU X GAARA
BAKI MAIN X

You c*e baki for damage output (He can one shot people) if you have control skills with your main. Gaara will buff and shield all wind characters.

IMO since you don't have wind main I suggest a healer/support instead of Baki. (Kabuto, Pain - Jigokudo, etc