We all love free stuff, especially free stuff that makes your website design pop. While trawling the internet on my lunch break I came across these two blog posts on other sites that list collections of (mostly) free icons you can use on your site.
How to use the free icons on your site
Don't overload your site with icons. Just use them here and there to attract attention to the things you want people to notice. For instance, your RSS feed, your newsletter sign-up box, etc. Think of these sorts of graphics as being like salt and pepper -- they enhance your meal when you use a little of them... but too much isn't tasty at all!
Note: Some of these icon sets will require software like Adobe Photoshop or Adobe Illustrator to edit, although a lot of them will provide versions of the images in .PNG, .JPG or .GIF format which you should be able to open in any image editing program.