This also happened to me very soon after a clean install.
More specifically, by "clean" I mean that I reformatted the drive, reinstalled a fresh 10.5 (with no post-installation changes or updates), and then installed 10.6 (by inserting the upgrade disk while running 10.5 and following the instructions).
The point at which the icons disappeared is hard to pin down exactly, but it happened within minutes after upgrading 10.6. (The only thing I have done since then is run "Software Update", and install Xcode. I noticed nearly all the icons in the Applications directory were missing. By "missing", i mean entirely blank/transparent. I did not go into this directory earlier, so the icons might have been missing the whole time. Since then, I've noticed icons in other places (the desktop) are blank.)
I haven't had any trouble with the icons on the dock yet.
I've read other forums where people who have this problem sometimes get pixelated icons on the dock:
http://macthemes2.net/forum/viewtopic.php?pid=542917
Here are some more links to other people who seem to be having this problem:
http://boards.ign.com/macgeneralboard/b5146/185160349/p1/?2
http://betterthanlife.co.uk/wp/2009/09/08/osx-10-6-snow-leopard-missing-icons-is sue-suggested-solution/
I am going to reinstall 10.6 again, and see if the problem continues.