Some apps from the Ubuntu Software Center don't have any icons that Ubuntu Unity desktop even sees, such as ERIC, the Python IDE. The results are ugly:
I get this ugly question mark icon, and I can't find any way to configure that icon. There is no more ability to create a launcher icon on my desktop, or to really control (from the Unity GUI anyways) what icon appears for an app, and if the default ways that Unity finds icons break down, it appears that the results are stuck on "ugly" permanently.
Ubuntu version: 11.10 (Oneiric Ocelot)
Update: The answers so far show that something is wrong with my brand new installation, because other people see the icon for eric (eric.png, I guess). Interestingly, many icons in Ubuntu are SVG, and some are PNG. I wonder if that's the problem. Still no ability to change or set the icon for any app, either using the GUI, or via VI-and-terminal-and-editing files.