I think the OP is asking whether icons on the desktop can be made to go away, although I'm not sure. Dunno how to do that, although it would be cool.
Rob
Now we're at it, isn't it annoying when you assign a few apps to a desktop, you have to keep that desktop in Mission Control even though you quit all apps assigned to it. Why doesn't lion just remember that "these apps are assigned to a separate desktop space, whenever one of them are opened, I will make a desktop space for them and when all are quit, then I'll delete the desktop space so it doesn't fill up in MC"
Because you can also open Apps that are not assigned to any desktop, so you'd eventually end up with one desktop and any new unassigned app would have to be assigned to a new space, even if you only want to have a given app in its own space just once.
If I want 2 Safari windows, each in its own space, I wouldn't be able to do it as there is no way to assign specific windows to specific spaces, just whole apps.