Blogger has added a favicon to all blogspot blogs some time ago. I never took the time to create one my self, until today. All the orange B's in my browser tabs where just too annoying.
Update 2005-07-16: a2xm requested a howto. So, here it is. Just create a 16×16px PNG image, put it online and add the following to your
<link rel="shortcut icon" href="URL to your PNG">