I'm using the free version of NGUI (version 2.0.7c) with Unity 4.1.5. I did read that ExecuteInEditMode often makes the cursor disappear for seemingly no reason when playtesting. Though, I will search my scripts to see if such a command (Screen.showCursor = false) is in my scene somewhere. It definitely would not be something I coded.
EDIT: Found it and killed it. What's odd is that, when I made a new scene with NGUI and the offending script, the 'Screen.showCursor = false' line didn't appear to have an effect. Anyway, issue's fixed now. Thanks for helping me find the true cause ArenMook! Your script really is great.