I am always trying to keep my desktop clean.
As few icons as possible, preferably with no text. The no-text-beneath-the-icon thing is easy enough and makes the icons look nice.
I just found a new tip, so I could remove even more icons. The solution - just put an entry for the programs in my context menu! So now I just right-click on the desktop and choose the program I want to open. This works in Vista and Windows 7 that I know of.
Here is a link to the instructions:
Programs on Context Menu