One of the often-overlooked options in the Photoshop CS2 Preferences is to change the painting cursor to Full Size Brush Tip. This option indicates the full area affected by soft-edged brushes. There's also an option to display a crosshair in the center of the brush shape.
Here's the Normal Brush Tip, relative to the painted area:
Here's the Full Size Brush Tip, relative to the painted area: