Since nobody else has answered you, here is my tuppence worth.
You said you are using an Uno, as such I would say the deciding factor would be down to your particular project. For example how much free flash do you have left? If you are close on the limit then I would say you have little choice but to use SD for your icons/image files, on the other hand, if you have plenty of spare flash, then by all means go ahead and convert them to a .c array of hex characters and include them in your sketch.
Both methods are acceptable, but loading them from flash will give you a speed advantage.
Most icons are simple shapes that you could draw from scratch.
Other icons are complex shape but only a single colour.
Any full colour "photo" icon is only practical as a bitmap.
If you have several complex icons, the SD card or a Flash chip is the only place to store them.
Just look at the example programs that come with most libraries. Even a small bitmap uses quite a lot of AVR flash memory.
The icons are only single colour and very simple, I will have a go at both Hex characters and saved via the SD card and see which uses the least memory.