Try the HeatTech ones from Uniqlo. They are technically 3/4 sleeve, but they look almost long-sleeved and might be perfect for a petite. (I am petite too but do not have petite-length arms or petite-width shoulders.) http://www.uniqlo.com/jp/global/L3/us/women.html
I sized up after reading reviews that suggested that they run a little small in the bust, and the size S is working very well for me. They are quite inexpensive. Only potential catch: you have to pay through PayPal.
Also, the pricing is linked to the value of yen and it seems to vary quite a bit from day to day.
Let us know what you find -- long-sleeved layering tees seem to be an always-popular search around here!