How do I change the cursor between Normal and Insert modes in Vim?

Question

I would like to know how to change, if possible, the cursor in Vim (in color, shape, etc.) depending on what mode you are in.

I am constantly forgetting that I am not

Answer 1

You may try the Terminus Vim plugin:

In insert mode, the cursor shape changes to a thin vertical bar. In replace mode, it changes to an underline. On returning to normal mode, it reverts to the standard "block" shape.