That's a good idea, to have them in the start menu.. On one of my computers I have Short cuts to the folders that have all the games in them.
As for the icons go, I have 5 folders with all the icons inside them catagorized..such as utilities, scanners, ect...I just don't like a cluttered desktop.
ive cleaned up my desktop now,
The only Icons i have are the computer icon, Mozilla Firefox and the recycling Bin