But from what I’ve read, a Visa doesn’t guarantee entry... what are the chances of me now being denied entry by an agent at the border?
Exceedingly small.
That disclaimer is there because the immigration officer (IO) may uncover grounds of inadmissibility that were not considered by the visa officer. For example, the IO may develop a suspicion that your trip is for criminal ends and that you managed to conceal this from the visa officer, or that you concealed some other criminal history from the visa officer, or so on. In cases like that, the US obviously wants the IO to be able to refuse entry.
It's also possible that the reason for your trip has changed, especially if it is a subsequent use of a multiple-entry visa. For example, if you show up with a B-1/B-2 visa and the IO discovers that you're planning to enroll in a university degree program, or suspects that you will stay for longer than six months without applying for an extension of status, you will not be admitted.
Like many legal disclaimers, this one is there to cover the possibility of refused entry even if it is very remote. In this case, it's very remote indeed. The IO will not normally second-guess a determination of admissibility made by a consular officer who has more time to examine more evidence about you than the IO has in the immigration hall. The thing that's most likely to trigger problems is the IO suspecting that there is new information from interviewing you that the visa officer did not have.
I would not be surprised if the IO asks you why you applied for a visa instead of using the VWP. If that happens, of course explain your arrest and the disposition of the case. They might put you in secondary inspection if they want to check your story against some file that they can't look up at the primary inspection booth, but I suspect they'll just stamp you in.
As the other answer points out, an arrest with no conviction does not make you inadmissible. As a comment points out, you probably could have used ESTA because of that. But you played it safe and got a visa. You appear to be going out of your way to be compliant. They should thank you for your honesty rather than keeping you out.