After moving to i3 I’ve installed PCManFM as GUI file manager. To fix missing icons one have to define icon theme. These instructions are tested on Ubuntu 12.04, but it must work with other distros.
Install icon theme:
sudo apt-get install tango-icon-theme*
To apply theme, create .gtkrc-2.0 file in home directory:
$ cat ~/.gtkrc-2.0
gtk-icon-theme-name = "Tango"
After this icons will be enabled.