Most of us would love to see our own customized menu list in ubuntu,To have icons we would like for our programms,to have a menu including our programms with icons we would prefer.If you want to do this this post is for you.
1.You want to change the default icon that comes with the application.
The icons are located at /usr/share/applications folder.Look for the application for which you would like to change the icon.To apply the changes you would have to perform it as super user.Remember to do a 'sudo nautilus' on your terminal and goto above folder.
Right click on the icon on you want to change and select 'properties'.There you'll see the icon image and click on it and select the one you need.V would prefer selecting a .svg file since it is scalable.
2.You want to add a menu icon for your own script.