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I would like to be able to run my 6 man Reaver squads with 2 heat lances, 1 cluster caltrop, and an arena champion with a venom blade. This gives me a number of options in terms of where I place my upgrades in the squad, and I am curious which one would give me the most favorable would allocations.

OPTION 1
Give the arena champion both the caltrops and a heat lance. This means that my opponent would need to cause 6 wounds to force a save on the one jetbike with all my important upgrades. But, it also means that if I fail that one save, all that stuff is gone.

OPTION 2
Give the arena champion a heat lance, and give the other heat lance guy the caltrops. Concentrates my special weapons into two bikes, so it still takes a few wounds to force saves on my upgraded bikes, but this way if I lose one of those saves, I still have half the upgrades.

OPTION 3
Keep the splinter rifle on the champion, and give the caltrops to another splinter rifle bike. This spreads out my upgrades and means that I can't lose all my upgrades with one failed save. But, the downside is that it only takes three wounds to force me to take saves on my special weapons.

This might seem nit-picky, but I want to make sure I assemble my Reavers in an optimal layout. After discussing them, I think option two might be the best... but I'm indecisive. Thoughts?

The main problem I see is this unit has no focus, making a lot of wasted points.
It's currently 191 points.

1: You don't want Reavers in CC. They'll die in a very unpleasant fashion, and a Venom Blade will not do much to help that, if anything an Agoniser would be best and even then... I'd probably not bother with the Arena Champion just to save the points.

2: Ideally you need to give it a focus. Either equip it for anti-tank or anti-infantry.
I'd say either 6 with 2 caltrops, or 6 with 2 lances / blasters, streamlining it to a speeding bladevaney unit, or a precision anti-tank unit.

6 bikes = 132.
With 2 lances = 156.
With 2 Caltrops = 172.

That extra 20-40 points can be put to use elsewhere and makes it a much more effective unit.

If I had to choose just the options you listed I would probably go for option 1. I would think keeping this guy is going to be your objective so you might as well be trying to save the caltrop anyway.

To at least support what Ovion says, if anything, you do not want to get into CC. Not crazy about the champion. As for the upgrades, I can live with both options but whenever I had caltrops then I found myself turbo-boosting almost always and never really had time to stop and shoot - caltrops is too expensive not use. So yah, confused focus and over costed.

If you insist on using this loadout I would probably go for Caltrops on the Champion and 2 guys with Heat Lances, I'm not even sure the Champ can be given the Heat Lances anyway (he has his own weapons options). That way you will be able to choose between keeping the squad's anti tank ability or its anti infantry ability depending on the circumstances. On such a small fragile unit I wouldn't recommend putting everything on 1-2 guys, its too easy for people to cause enough wounds to force you to allocate to them and then you lose almost the entire functionality of the squad in one go.

As Ovion pointed out the main issue is that the squad is not optimized to being with. 6 Reavers should almost always have 2 Heat Lances imo, they are the best users of them in the codex and not many units can get them. The Caltrops are a waste if you plan on using them for anti tank duties (like you should, DE have more than enough anti infantry) and at 6 strong you really don't need the Champ at all, the Ld boost is nice but the squad isn't massively expensive to start with and its not a squad you want to get anywhere near combat. If you go up to 9 strong (3 Heat Lances) then yes definitely take the Champ, at that size you pack a decent punch in assault as well (Drugs roll dependent).