There are loads of free mouse pointer cursors and icon creators out there. Generally my first stop for that kind of stuff is Download.com.
Good advice. Just remember, bagstoper, that what you're looking for is a mouse
pointer (or alternatively, a
cursor), not a mouse
icon. Otherwise you may have trouble finding what you want.
You can easily switch mousepointer by the method I described earlier, but as balid pointed out, there are lots of tools out there to provide you with a wider selection and more creativity.