I recently installed the plugin on one of my blogs with some of my own tweaks.
Replacing the images is easy enough, I decided to go with the Aquaticus icons. You can find a few lists of social bookmarking icons, here and here. Make sure to edit the CSS so the images show up the right size. I recommend including the sociable CSS in your primary CSS file.
Once I had stylish icons on the blog, I wanted to be able to tell if visitors were using the links. Of course you can track the referring site traffic from social sites easily enough with Google Analytics, but I thought I could do better than that.
I also edited sociable.php, in the php where the href tag was created for the social bookmarking links.
The event is recorded in Google Analytics with these attributes
Action = social
Category = site (Facebook, Myspace, StumbleUpon)
label = article’s relative path
Here’s an example of one of some of the data in Google Analytics: