A - AS we arrived, we had a great time.  meaning the fun started during the arrival

B - SINCE we arrived, we have been having had a great time.  sharing a story with someone during the great time.

C - ONCE we arrived, we had a great time.   I think this best fits the sentence as it is written.

D - WHILE we arrived, we had a great time.  sounds odd, but means you only had fun during the arrival - not before or after.

that's how I would read them.. good luck !