1. Custom Grid Icons
You can find custom made images all over the internet (There are boorus dedicated soley to Steam Grid Icons, and there's a NeoGAF thread as well. DeviantArt may not be a bad place to look either), or you can make your own.
xxx Icon Resolution is 460x215 xxx
How you Do:
First, add the game/program into Steam if it's not already there.
Looking at Steam proper, you'll see a button with four squares in the top right hand corner, next to the Big Picture Mode button. Click on it to view your library in Game Grid view.
Let's say I want to give Cave Story + this spiffy new image:
Right-click on the game/program's icon. You'll see a drop-down list. Click on Set Custom Image.
Click on Browse, and locate the image you want to use on your HDD. Once you have chosen your image, choose Set Image. You have successfully stepped into a larger world of using Steam.
You can remove it in a similar way. Right-Click on the image, and select Remove Custom Image from the drop-down menu.
2. Adding ROMs/ISOs to Steam:
~~Discussion of downloading ROMs/ISOs is forbidden! Do not link people to where they can find ROMs!
First, add your emulator of choice (I will use Higan to start Final Fantasy VI) to Steam. Then right-click on the icon, and choose Properties.
This is where it gets somewhat tricky. Change the name of the Emulator to whatever ROM you want to use.
Next, you must alter the Target line. Keep the path to the emulator intact, but add on the path to the ROM/ISO you want to start.
It should look something like this:
"C:\Users\Akemi\Downloads\higan_v092-64bit\higan-balanced.exe" "C:\Users\Akemi\Downloads\higan_v092-64bit\ROMs\SNES\Final Fantasy III.smc"
Leave the Start In: line alone.
Test to see if it works. If not, double-check the target.
This is important: Restart Steam after adding each ROM/ISO. Restarting will place the shortcut to the ROM/ISO in its proper place in the library. Afterwards, you can change the Grid Icon as well.
Feel free to post your own, or request, custom images here. Also, show off your newly pretty libraries.