Thanks for the post.
I run a combined Mac/PC network as well. Your eyes aren't playing tricks on you...the Arial is pretty blocky when made bold. If it's just a style thing for you, try "Arial Bold" font. It's a little more like the MSWord "Arial" font when in Bold.
There are plenty of other PC/Mac shared fonts as well. We tend to use Arial, Arial Bold, Times New Roman, Geneva and Helvetica (not all printers play with Helvetica nicely).
Since I didn't see a question, I won't try to answer one...but know at least that your eyes are correct.
On FM8, Arial bold looked OK, but on FM9 it looks 'bold of bold'