Icons are usually small, detailed works or art that are useful for a heckuvalotta things. I’ve seen them used a lot on the web as navigation or used to accent a button, as well as in interfaces/program design, and on desktops for us compulsive customizers.
Here I’ve collected a list of sites which provide free icon sets. Although you don’t need to pay for these, since they are free, it does not mean you can do whatever you want with them. Make sure to read the respective terms and conditions for each website!