Find a couple of big rubber bands that fit over your sleeves but aren't so tight they cut off your circulation. Put them over your sleeves, just above the placket (the v-shaped opening after the button and button hole). Then roll them up with the elastics in there - they'll tighten it enough to not let them fall down.
Use elastic material sleeves, such as lycra sleeves.
Make large arm covers by cutting the feet off a pair of your socks, and slide on. Any color you want too. They won't slide.
Use some starch, roll up the sleeve and iron it that way. It will keep the sleeve from falling down and will eliminate that bunch if ironed neatly. congrats on job!