For the Ubuntu 10.04 Lucid Lynx, the developers decided to remove the Interface tab in System -> Preferences -> Appearance.
What made them do that I can not fathom. Yet there is (still) an option to put the icons back.
You can put it back for all new users by adding the following two lines to
/desktop/gnome/interface/menus_have_icons true /desktop/gnome/interface/buttons_have_icons true
And you can activate it again for your current user by using these two commands:
gconftool-2 --type bool --set /desktop/gnome/interface/menus_have_icons true gconftool-2 --type bool --set /desktop/gnome/interface/buttons_have_icons true
I just really hope support for this isn’t removed altogether in new Gnome versions
Courtesy of the following two ubuntu forum threads:
No icons in context menu for 9.10
GTK menus missing icons