I have mine on a slideshow; it's hideously cluttered. On my old PC I filled the ENTIRE desktop with icons...
Anyhow, the images are of my favourite things:
Cave Story (and Katamari Damacy in one case):
A while ago I flew into an insane Cave Story frenzy one night and came out with themed mouse cursors, desktops, chrome themes, music, etc
Half-Life:
Recently Jaegers from Pacific Rim, which is ironic because I started the "Pacific Rim" thread here before it came out in which I ignorantly said it looked crap (turns out giant robots are usually cool, but it was the music that sold me):
Professor Layton:
My profile pic is from there; I freakin' love the Layton games...
Also, Rainmeter is cool I suppose but I never really use it