The reason I thought Ron to be sometimes arrogant (and don't get me wrong, I do love Ron and he has definately got better) is because he sometimes acts like he is superior to others (like the Hermione thing at the Yule Ball, and he is very jealous at times with makes him act arrogant).
But with Harry, I can't see it. I think in OOTP he acts like a bit of a p***k sometimes but I think that is mostly down to anger. Yeah he does say I did this and I did that but he wasn't braggin. He was just annoyed that he has to deal with all the negative and yet never gets treated like an adult (well that's how he see's it). I don't think it's arrogance. He just wants to be treated equally.
I think J.K has got some things seriously mixed up because in interviews she keeps contradictin herself and sayin stuff like, I can imagine...... and I think Harry will........ I'm not bein funny love but if you don't know then who does?