Changeing Icons

Select each application (or document)...then File>Get Info. Do the same with the new icon. Click the icon in the upper left hand of the get info panel of the replacement icon (it will have a little blue halo around it), select Edit > Copy, then click the icon on the get info panel of the application (or document), select Edit > Paste.

 

You could use CandyBar, or you can 'Get Info' on the icon you want to use, Cmd+C the icon in the top left corner of the Info window, 'Get Info' on the app whose icon you don't like, click the icon in the top-left corner and Cmd+V to paste the new icon.

If you decide later you don't like the new icon, just 'Get Info' and Cmd+X the little icon in the top-left and back to the original.

Edit: Aw, man, fingers not quite fast enough...

 

An free alternative to CandyBar is LiteIcon. It doesn't have as many features as CandyBar, but it gets the job done.