Open ~/Library » Application Support » Safari » userContent.css and add the following, then save:
/* Change cursor for links that open in new window */
:link[target="_blank"],
:visited[target="_blank"],
:link[target="_new"],
:visited[target="_new"] {
cursor: crosshair; }
[robg adds: This works for Safari 2 as well -- just create a file named mystyle.css (or whatever you like, ending in .css) somewhere on your hard drive, then visit the Advanced tab in Safari's Preferences, click the Style Sheet pop-up menu, and point it to the .css file you just created. It should also work for any other browser that supports the cursor property and custom style sheets.]

