Amazingly... arrow keys also work in bash/zsh etc. shells, back to the late 80s. :-)
Actually back then I used tcsh first because it was the one that commonly had niceties like.. arrow keys.
In shell, I use the emacs bindings for kill-buffer, incremental search, and end of line jump, etc. but arrow keys for cursor movement. I suspect most people who aren't using vi bindings are much the same.
To me the ctrl-n/ctrl-p thing is a piece of ideology, not practicality; as sibling comment pointed out, they are not really ergonomic, and really just date to the fact that various terminals did not have consistent arrow navigations at various point.
Actually I did get used to ctrl-p/ctrl-n in the context of an old MUD client I used to use (TinyFugue, actually I still use it sometimes). It used those bindings for history cycling. And the MOO client I used in emacs also used ESC-p for similar purposes, I recall.