Just found this great new plugin for icons:
http://wordpress.org/extend/plugins/font-awesome/
Click the image to enlarge.
Oct 29, 2013 update: I just came across these two other sites that might be helpful: fontello.com/ and icomoon.io/
March 24, 2015 update Learn how to use icons in your menu: https://wpdecoder.com/customizations/font-awesome/