At 200% DPI, the Windows cursors look terrible since they're 48x48 scaled up to 64x64. This was bugging me a lot, so I made some new cursors: http://kaizoworld.deviantart.com/art/Windows-7-High-DPI-324612252 (Of course, this applies the same to Bootcamp and other VMs.)
Good stuff, hope might be helpful to someone. You might also Optimise your Windows for Retina display in Configuration --> Hardware --> Video
