Sure, though you'll have to be a bit more careful. With most apps, you can simply copy and paste icons within the Finder in the Get Info window. For those that display active information or are just stubborn, you'll need an .icns file (you can use Icon Composer, in the Developer Tools CD that came with your computer), then follow these steps:
1. Right- or control-click on the application in the Finder, and choose "Show Package Contents."
2. Open the "Contents" folder, then the "Resources" folder.
3. Find the .icns file located within that folder, which may be named "NSApplication.icns", "AppIcon.icns", "[program name].icns" or several other things, but will always be an .icns.
4. Backup (either rename or copy to a separate location) the original, then replace it with the new .icns, renaming it to match the original .icns file.
5. Close the window, choose "Get Info" on the application, select the icon, and hit delete. The new icon should appear if the previous steps were done properly.
I did that for quite a while until I finally got CandyBar. CandyBar's a lot easier, but both methods are equally effective. Only catch is it's a lot harder to find/change system icons manually.
jW