Although it took me ages to find out how to change the default X cursor the solution is simple.
1. Install the icon/cursor theme using your default package manager (or extract it to /usr/share/icons)
2. List the contents of your /usr/share/icons directory
~ % ls /usr/share/icons [truncated output]
Chameleon-Anthracite-Large/ Chameleon-Anthracite-Small/
HighContrastLargePrint/ LowContrastLargePrint/ gnome/
3. Copy the name of the cursor theme [...]