Using gnome-shell 3.6 on Ubuntu 13.04.
I installed gnome-tweak-tool, and I can use it to change both the shell theme and the current theme (ie. window borders). However, changing the icon theme has no effect, regardless of whether a system set or custom set is selected. The setting is definitely saved, and I can also see it in dconf. For example:
$ dconf read /org/gnome/desktop/interface/icon-theme 'oxygen' $ gsettings get org.gnome.desktop.interface icon-theme 'oxygen'