I preferred arms crossed until I decided to get serious about FS and the oly movements and found that arms crossed just don't cut it for me. Dan's pointers helped a lot.
For those that would like to give oly grip a try, I've found these things the most helpful:
-Potato sack squats: wiggle the toes to stay on your heels, keep your chin up and chest puffed, grasp hands and drop between your legs without changing the position of your upper body. These are great as a warmup or for a little off day practice to hardwire the feel of squatting between the legs.
-Don't grip the bar tightly. Just put your finger tips on the bar and find the groove on your shoulders. Sometimes I only leave my first two fingers on the bar. The groove for me is closer to the neck than is comfortable and I have to tilt my head back a little to stay upright. I've gotten used to it though.
-MOST IMPORTANT: Squeeze the back. Hard! This pops the elbows and upper body right into place.