Microsoft Internet Explorer 4+ and Netscape 6+ supports customized cursors defined with CSS.
Although the cursors will not have the customized look in other browsers it usually doesn't ruin anything. These browsers will simply show the normal arrow-cursor which would be same case as if you refrained from customizing cursors at all.
So unless the page really doesn't work without the customized cursor there shouldn't be technical reasons for choosing not to.
However there might be other reasons for thinking twice before adding custom cursor to your pages. Many users are easily confused or irritated when a site breaks the standard user interface.
If you want to redefine the cursor so that it's not only showing up when moved over a link, you simply specify the desired cursor using the body-selector.
For example:
<html>
<head>
<style type="text/css"> body {cursor:crosshair}
</style>
</head>
<body>
<b>
SOME TEXT
<br>
<a href="mypage.htm">ONE LINK</a>
<br>
<a href="mypage.htm">ANOTHER LINK</a>
</b>
</body>
</html>
Click here to open a window that shows the result of the above example.
REDEFINING THE CURSOR FOR AREAS ON A PAGE
If you want one look of the cursor in one area of the page and another look of the cursor in another area you can do it with context dependant selectors.
This way, you create different styles for links, that are dependant on the context. Now if the context is set with a dummy tag, such as <span> you don't have to specify the desired style each and every time there is a link in the section.