Here's a few links to some nice ones I found They're based off the cursors from Ubuntu and are among a few other cursor sets that are actually cool. Most of the things you do on a computer you use the mouse for, it just makes sense to make it look nice, as the default windows cursor isn't real great. It's an easy way to customize your system.
However, there are some nice looking ones, such as this (don't mind them pixels, their not noticeable while in use). These are tacky AF, look terrible, and not to mention probably come with a free gigabyte of super fast video downloaders, or shopping helpers, or those epic toolbars that cover half the browser window.
Why would you want to have Basketball Jesus or the Pope, or a picture of a Kitten as a pointer? Case in point: A lot of people think custom cursors are BS.