I like the consistency of the gog icons. "square" icons aren't provided by every app, and they vary in style. The circular border around the gog icons ties them all togetherr As others have mentioned, it's easy to tell which icons are gog games.
Like clarry, I just use the short command names I assign to my games from the terminal, though, and very rarely use an icon. My desktop is for windows, not icons. Unlike clarry, though, I have some graphics on my desktop (a repeating pattern that if I stare at it, looks like it's 6 inches behind the windows) and a button bar that includes CPU, network, weather, and other dynamic info I like to see, as well as the "standard" applications menu. I also put extra effort into ensuring that every game has its gog icon in the applications menu, and assign extra categories to organize the menus, as well. I never use the application menu, though, other than to test that it actually works, so it's just wasted effort. Looks pretty, though.