Cursor

<Window Cursor="{Binding Cursor}" />

private Cursor _cursor;
public Cursor Cursor
{
    get
    {
        return _cursor;
    }
    set
    {
        _cursor = value;
        RaisePropertyChanged("Cursor");
    }
}

Cursor = Cursors.Wait;
...
Cursor = Cursors.Arrow;

Mouse.OverrideCursor vs this.Cursor

Mouse.OverrideCursor modifie la souris pour toute l'application.
this.Cursor modifie la souris pour le FrameworkElement courant.

// Wait style
Mouse.OverrideCursor = Cursors.Wait;
// Default style
Mouse.OverrideCursor = null;

this.Cursor = Cursors.Wait;