The various types of cursor available in X are defined in X11/cursorfont.h. You can change it using 'xsetroot -cursor_name NAME_OF_CURSOR'. For example, I have the following in my $HOME/.Xclients:
xsetroot -cursor_name left_ptr |
This will create the common left-angled pointer. To see other alternatives, type 'xfd -fn cursor'. And of course, don't forget that 'man xsetroot' is your friend.