Using CSS, you can give elements in your document a different prebuilt cursor image when the mouse moves over them. For example, instead of the default "hand" image, you can give links a "help" cursor instead when the mouse moves over them, or tables a "crosshair" cursor. Use this cursor wizard to generate all the necessary code for you.
Use this script to add a fun little trailer to your cursor! Not only does it work cross-browser, but NO images are involved in the realization of it. Great and fast-loading effect.