I would say Dictionaries are actually a smarter choice, since you can name entries. For example instead of:
Set index 0 to "John"
Set index 1 to "Biggles"
Set index 2 to "Smith"
You can have:
Set key "first_name" to "John"
Set key "middle_name" to "Biggles"
Set key "last_name" to "Smith"
...which is a lot clearer.
Arrays are better if you need 2D or 3D data storage, though (e.g. a grid of values).