I'm on Xubuntu 12.04 and using awesome WM. I can confirm that installing gnome-icon-theme-full partly solve the problem. I can also confirm it just install one single package without any excessive dependencies. But it has some side effects. It replaces some Xubuntu customised icons and makes them look weird. So I deleted it. After doing some search, I find another solution here works better. Just install lxappearance and choose a icon theme. You can also change your gtk theme using it. It's weird that xfce4-settings-manager doesn't work under awesome.