Xcursor.theme worked fine for me, however I believe awesome hasn't got support for something about cursors. Something about xcb - I just skimmed over what I was reading at the time. So when your mouse is over a wibox, the default X cursor will be shown. But firefox and the majority of apps should alter the cursor when you mouse over them.
For the root window to have this effect, you need something like: DISPLAY=:0 /usr/bin/xsetroot -cursor_name left_ptr in your .xinitrc (obviously, the DISPLAY variable part is optional) Sorry I couldn't be of more assistance
