You can easily add icons to individual menu items by setting that menu item'sIconClass property. You can declare the jQuery UI "ui-icon" class and then add a second class to it describing the type of icon you'd want to use. The icon classes follow the following syntax:

ui-icon ui-icon-[icon name]

You can use any icon that's included in the jQuery UI set of framework icons. You can see a list of jQuery UI framework icons on the jQuery UI ThemeRoller page at http://jqueryui.com/themeroller/.

The default position for icons is to the left of a menu items text. If you'd like to change this, you can set the menu item's ImagePosition property to Left.