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The rule that for example "Vocabulary in Use" gives us is "to be good at", but it sound weird if we say "to be good at arts", doesn't it?
So I guess it is good at, but sometimes in appears.. like exceptions.. or like AmE..
He's good in English [class] to me says that he behaves well in English class, not that he makes good grades/marks. (As opposed to, "He does good in English", which to me means that he gets good grades/marks.)
He's good at English says to me that he understands the language, OR that he's good at the class (and in English we don't always study English . . . a lot of times we're analyzing poetry or books), so it could also be that he's good at analyzing.
Of course, these meanings are probably going to change on a person-to-peron basis, especially if you compare American and British English.