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Although the question is rather old, the problem still can be actual, as I stumbled onto this myself lately.
Using the BeginCap and Endcap of the Brush Object can do the job. But if you want to draw a thin line of witdh 1 on an existing bitmap, the arrow can dissolve due to the resolution of your bitmap. I wrote an article how to solve this at
how-to-draw-an-arrow-using-vbnet.html Translating the VB-code into C# shouldn't be a problem.
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Tech Writer 2.2k 1.6m 22y Look StartCap and EndCap members of Brush class. You can create a Brush with StartCap and EndCap properties and use that Brush to draw a line. It will draw a line with arrows or other cap styles.