This required a lot of changes to the admin interface, for just a couple of icons. In any case, this feature has been added. By default, it points to the vault/images folder, but this is definable on a style-by-style basis so you can create your own icons if you like.
If you think of anything else, please create a new thread rather than continuing to add to this one. It makes it much easier for us to track the various requests if there's 1 per thread.