As you can see, these menu links have unique icons. Yet another miracle accomplished using Drupal's PHPTemplate. This technique is especially cool because it automatically generates CSS ID's from the menu link's name.
TEMPLATE.PHP: Override theme_menu_item() (includes/menu.inc)
<?php
function phptemplate_menu_item($mid, $children = '', $leaf = TRUE) {
return _phptemplate_callback('menu_item', array(
'leaf' => $leaf,
'mid' => $mid,
'children' => $children
));
}
?>
Now create a menu_item.tpl.php file.