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"I found myself really taking to XFCE, and I would probably use it exclusively for a while if I could have icons on my desktop"
You can use the Rox filer to manage the desktop and put icons on the XFce desktop.
If you have Rox installed - then in your $HOME$/.xfce/.xinitrc file comment out the xfdesktop line and insert:
Then on startup you can drag and drop program and directory icons from the Rox filer onto the destop.