On Arch wiki is a really nice tutorial how to setup custom X11 cursor theme. The good thing is how solution is pretty desktop/wm neutral, so it works under EDE as charm.

I found Chameleon theme very nice; you also get three different sizes: large, medium and small. Neat!

Following above wiki tutorial, I would add how using " ~/.icons/default/index.theme" is probably the best solution. You don't have to mess with " ~/.Xdefaults", nor need to have permissions to play with " /usr/share/icons" folder.

After you populate " ~/.icons/default/index.theme", X11 will instantly load selected cursor theme. The only thing I found are often crashes, originating from libXcursor library. This could be either from graphic driver (nVidia of course) or from older X-es I'm currently running (time to upgrade it).