The Cintiq only swivels effectively if you work flattish. If you like the surface at an upright angle (as I do, think canvas on the easel) then you kinda have to stick with the horizontal orientation (or bring it really close to the edge of the desk, maybe).
Oh, god yes, good point about the cursors!! If they're set to icon or some other such foolishness, change it up in your preferences. It's one of the first things I always do when I set up a new copy of PS or MS, and I always forget that for some bastard reason they're not set that way by default (literally, it's like one of the first things I do). I prefer to set the cursor to Brush Size, that creates a circle (or in PS sometimes a shape) that changes in relative size with the brush itself.
Seriously, ****ing icon. Most stupid thing for a brush ever.