1. I don't like it, it's ugly.
2. We can add some contextual interactions. For example when I select my sov, my cursor becomes a feet/horse to show i can move him (greyed out if he doesn't have any move point), an another cursor when my sov/unit can enter a city/dungeon... An hourglass when my opponents units are moving...
3. Perhaps we can have different set for non-human factions, like an "evil" hand.
4. Seriously, the current cursor is ugly!