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can anyone give me some good references on how to obtain the relativistic equation of particles with arbitrary spin?

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What kind of equation? If the only demand is that it be Lorentz invariant then there are infinitely many possibilities (you can include as many derivatives as you want, etc.). To cut on possibilities one uses principles such as gauge invariance, etc. – Marek Aug 19 '11 at 9:25
Or in other words, the modern perspective is that one constructs Lagrangian and the equations are derived from that. The huge area of model building (of both SM and BSM physics, supersymmetry etc.) is precisely about constructing such Lagrangians using principles such as gauge invariance and also matching the observations. Without these principles, you can construct more or less anything (and most of it will be quite useless). – Marek Aug 19 '11 at 9:27
I was briefly looking into this some time ago and I remember names like "Fierz-Pauli equations" and "Fronsdal construction". – Heidar Aug 19 '11 at 9:58
Mybe might be useful...? It contains a review of the results of Fierz, Pauli and Fronsdal. – Heidar Aug 19 '11 at 10:02

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Since you're specifically asking for references, the only reference on this subject that I'm aware of is an old artlcle by Wu-ki Tung:

"Relativistic Wave Equations and Field Theory for Arbitrary Spin" Phys Rev Vol 156 #5 pp1385-1398 Apr 1967

It may be available online somewhere. It talks about the extra restrictions you might want to impose in order to obtain reasonable field equations and talks a little about what's special about the cases of spin 0, 1/2 and 1.

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