Where are the classes for changing the look of the cursor from the arrow? I want to change the cursor from an arrow to a hand when over a clickable object but I cant found anything apart from the GUIStyle functions.
Well, that’s not what he was asking. He wants to change the appearance of the cursor, not hide it. At the moment, there’s not many options there.
Yu can put a GUITexture on an object that follows the cursor around, but that will show up behind any UnityGUI stuff you make. You can use GUI.Label, but I believe that will intercept any mouseclicks and you won’t be able to click any buttons. Right now there’s really no way to do it. 
How is it not? You use Screen.showCursor=false; when you want a hand (and use your own hand texture), and use Screen.showCursor=true; when you want the standard cursor.
That could be a problem. Is there no way to draw on top of the GUI? I haven’t tried.
No, but from the docs on GUI.Label: “Labels have no user interaction, do not catch mouse clicks and are always rendered in normal style.” Also there’s GUI.DrawTexture even if GUI.Label trapped clicks, which it doesn’t. 
–Eric
So, Screen.showCursor = false, combined with a GUI.Label following the mouse position ought to work out perfectly, no?