To clarify: I am not asking how to change the cursor when using vim within a terminal. I want the cursor to change when switching between input and command mode within Bash's vi-mode:
set -o vi <CR> type some text <ESC> (the cursor changes shape/color) i (cursor change back) etc...
I found a script that makes changing color of the cursor on mode changes possible in zsh, but I don't want to change shells just for this one feature.
Is there a way to get the cursor to change shape, like in gvim, (or even just color) when switching between command and insert modes on the Bash command line?