I found a way
I've been looking to do this for a while so now that I found out how (thanks to nativeKONTROL), I thought I'd share it here (apologies for the writing: english is not my main language). It looks a bit long, but it's quite easy and once it's done it's a relief to not have to think about arming tracks.
I ran into LPC-Live http://www.nativekontrol.com/LPC-Live.html
for the Launchpad a few months ago and thought it was amazing. But I didn't notice TrackDefs then (you don't need a specific controller). TrackDefs is a configurable MIDI remote script for Live 8.1.3 or later that allows you to define default settings to use for inserted Tracks. Unlike other remote scripts, this one actually doesn’t work with a particular MIDI controller. Instead, it changes default behaviors in Live that apply when you’re using any MIDI controller, or a QWERTY or a mouse.
Here is a step by step tutorial for setting the Auto Arm Selected Track feature, I'll paste instructions from nativeKONTROL.
First go to this page http://beatwise.proboards.com/index.cgi ... thread=709
and grab the current free version of TrackDefs. The folder named ‘TrackDefs’ needs to be placed in Live’s MIDI Remote Script directory. Please close Live before transferring this folder.
On Windows, this directory is located in: Program Files\Ableton\Live 8.x.x\Resources.
On OS X, to get to this directory: 1. Go to Applications, find Live.app, right-click and select Show Package Contents. 2. The directory is located in: Contents\App-Resources.
In Ableton the following settings will be found in Preferences on the MIDI/Sync tab. Select TrackDefs as a Control Surface. Leave the Input and Output set to None.
Then you’ll need to go modify the file named TrackDefsUserConfig.py, which you’ll find in the TrackDefs folder. You can modify this file with any text editor (like Notepad or TextEdit). The file itself includes instructions on how to modify the file along with descriptions of all the included options.
Look for "EXCLUSIVE_ARM_ON_SELECT = 0" and simply replace 0 by 1. That's it! DO NOT change any of the spacing in this file. DO NOT change the name of this file or its file extension. When done making your changes, just save the file. After saving this file, you will need to close/restart Live for your changes to take effect.
Check the other settings in the TrackDefsUserConfig.py file and check LPC-Live, for real! There's a huge amount of intelligent work there!
Note: If you are using Live 8.3:
On Windows with 8.3, the new default location for Live’s MIDI Remote Scripts directory is: C:\ProgramData\Ableton\Live 8\Resources\MIDI Remote Scripts (Windows Vista and 7) C:\Documents and Settings\All Users\Application Data\Ableton\Live 8\Resources\MIDI Remote Scripts (Windows XP)
On OSX with 8.3, the new name for Live’s app is Ableton Live 8.app, so you need to locate this app, right-click on it and select Show Package Contents. Within the package, the MIDI Remote Scripts directory is where it has always been: Contents/App-Resources/MIDI Remote Scripts
Many thanks to nativeKONTROL.