XP

Since 2001, almost every laptop and desktop system that I use on a day to day basis does not use the default mouse cursors that come with Windows XP and Vista.

I have always used the XsX alpha-blended cursors because:
#1 The cursors change color based on the action performed (Normal/Link Select/Etc)
#2 They are easy on the eyes, professional looking, and most importantly, easy to locate on a laptop LCD.
#3 They work well on Citrix and Terminal Server sessions with low color depth.

Screenshot of the XsX cursors


Original screenshot of all the cursors


Unfortunately, locating and using this cursor set is hard to do in 2007 for the following reasons:
#1 All the links (1 and 2) on XsX's Deviant Art page have expired long ago.
#2 The original ZIP file XsX-winxpstylecursors2.0.zip requires you to create a mouse scheme on your system, and select each cursor manually.
#3 The Windows 9x/ME/2000 non-alpha-blended cursors are even harder to find online.

Solution:
Today, I created a self-extracting .EXE that includes .INF files that will automatically copy and register the correct cursors for ease-of-use. Simply double click the .EXE and extract the files into a temporary folder.

For Windows XP, Vista and Server 2008
With administrator rights, from the extracted temporary folder, go into XsX-alphablendedcursors folder and right click the XsX-alphablendedcursors-Install.inf file and select Install. Press [Win]-[R] and type control main.cpl into the Run dialog and press [Enter]. Click on the Pointers tab and select XsX - Alpha Blended Cursors from the Scheme dropdown list. Click OK and enjoy!

For Windows 95, 98, ME, and 2000 (currently untested)
From the extracted temporary folder, go into XsX-normalcursors folder and right click the XsX-normalcursors-Install.inf file and select Install. Press [Win]-[R] and type control main.cpl into the Run dialog and press [Enter]. Click on the Pointers tab and select XsX - Normal Cursors from the Scheme dropdown list. Click OK and enjoy

If you missed the .EXE link above, you can download the package here.

Update: I remade the .EXE so that it no longer requires the C++ runtime (msvcr71.dll). I plan on making a .MSI soon.

Update 2: Go here for the latest version. It is now a full blown installation package.