I've been looking at how to impliment the IE9 jump lists feature. Jumplists are custom lists of links that appear if you drag the icon or tab from ie9 onto the taskbar when using windows 7 (this is called 'pinning') and then right click on the new button on your taskbar. They look a bit like this:

The links in the jumplist can have custom icons associated with them.

Unfortunately, this option is only available in IE9 and for Windows 7 users, which makes it too niche to roll out for all websites. If other browsers start using a similar system, it might be worth working on, but I think that this feature might be like the IE Accelerators and Web Slices which are other IE8 features that are very rarely used either by web designers or by casual web browsers.