Found this great bit of code on SO. Basically, it changes your cursor to the progress or wait symbol whenever AJAX is started on your page. Nice for forms or submissions by the user.

$('body').ajaxStart(function() {
$(this).css({'cursor':'wait'})
}).ajaxStop(function() {
$(this).css({'cursor':'default'})
});

By the way here is a great page from w3schools on cursor types!