In xterm, the sequence to change the cursor shape follows a different standard:

See http://invisible-island.net/xterm/ctlseqs/ctlseqs.html
Example:  echo -ne "\e[2 q"
Where:
   " 0 or 1 -> blinking block
    " 2      -> steady block
    " 3      -> blinking underscore
    " 4      -> steady underscore
    " 5      -> blinking vertical bar
    " 6      -> steady vertical bar

Can gnome-terminal be patched to support xterm's standard for changing the cursor shape?  The gnome-terminal procedure involves executing gconftool-2, which is slow and global for ALL open terminals, whereas the xterm CSI escape sequence only temporarily affects the current terminal. In addition, the xterm standard is important because this should be the standard that all terminals should aim to support.  It also saves users from having to provide different procedures for different terminals. 

...and...

Some other references about this standard used in xterm:
http://vt100.net/docs/vt510-rm/DECSCUSR (xterm extends this)
https://code.google.com/p/mintty/wiki/CtrlSeqs#Cursor_style
https://code.google.com/p/mintty/wiki/Tips#Mode-dependent_cursor_in_vim

How to change cursor in gnome-terminal: http://vim.wikia.com/wiki/Configuring_the_cursor (please scroll to the bottom).