You can install additional mouse themes from the Ubuntu Software Center. Additionally, you can manually install new themes such as those from gnome-look.org by extracting the theme folders into
~/.icons. (Source for manual installation)
Then, to actually use these themes, you'll need the GNOME Tweak Tool (click this link to install: GNOME Tweak Tool , or use
sudo apt-get install gnome-tweak-tool in a terminal).
Next, you'll want to open the GNOME Tweak Tool (you can search for it in both Unity and GNOME Shell as "Advanced Settings"), then go to Theme > Cursor theme. Use the drop-down menu to select the cursor you want.
If you're running Unity, you may then have to run
compiz --replace in a terminal or Alt+F2 prompt to make the changes take effect.