Using Gentoo, I installed Xfce. When I installed GNOME, I had no problems with it. When I installed Xfce, I had problems with the icons showing up in the Xfce Menu, and other places. A few showed up, most didn't. Some were the little paper icon with a red X, some were just blank space. I installed it twice, both times this happened. I also tried installing other packages, etc. and tinkering with things. I couldn't get it to work. I couldn't find anything using Google other than people installing an icon theme other than Rodent. I don't know if using another icon theme would help, I didn't try. It's very annoying to me, and I was wondering if anyone could help.

This should help, if you have any questions about anything they are talking about, ask away.
http://forum.xfce.org/index.php?topic=4713.0
This is what I would do, I would install the icon theme I wanted to use in ~/.icons then set up ~/.gtkrc-2.0 file
That should do it.
I would install this icon theme;
http://www.gnome-look.org/content/sh...?content=73439
or may be;
http://tango.freedesktop.org/Tango_Icon_Library
If the icons get installed to /usr/share/icon you can copy them to ~/.icons
It just sometimes works better with the ~/.gtkrc-2.0 and ~/.icons in your home folder
That should give you all the icons, just put them in ~/.icons and edit the ~/.gtkrc-2.0 file to match the name of the folder the icons are in.

I had had the same problem. Investigation revealed that "xfce" needs "xfce4-session" running to make icons visible.