I've turned off the blinking cursor and set it to bar.

The problem is, when I switch between windows, especially rapidly, it can
be momentarily disorienting; the cursor does not change enough to clearly
indicate to me which window is being edited.

What are some suggestions to solve this problem? Should I put this in the
modeline, or is there a way to change the properties of the cursor for
/active in window/ and /not active in window/ (I don't know the name of
these functions, quite obviously).