favicon.ico
decaffeinated archives - favicon.ico—"Take a look up to your browser’s address bar, if you will, and you’ll see (to the left of the http://) an icon."
Very nice overview of what is required in favicons in different browsers.
Some of my personal examples are:
More info from previous entries: Webmonkey: All About the Favorites Icon - kadyellebee: why your site needs a favicon