Ok, so now that you've got the idea of icons, what can you do?
First and foremost, you can use them. The 13 in the rules are rock solid, and the text provides lots of interesting guidelines on customizing them. As is the nature of iconic characters, you have a lot of leeway around the core concept that can let you do a whole hell of a lot with the tools on the table.
But for many of us, the urge to create is too strong, and the first and most straightforward thing to do is to roll your own. This may be because you want to translate the ideas to a familiar setting, and there are existing NPCs who seem like they could fill the Icon's roles, or it may be just because you want to create something new from scratch.
If you're doing this for a setting you already know and love, I don't have a lot of advice. You presumably are already invested enough in the setting that you have a good sense of what you want to see out of your icons. My only piece of advice is to really buy into the Icon model (or at least into Anchors). A lot of settings have very well fleshed out factions, and your job as a GM is to replace the faction with its Icon. This can sometimes require doing a little bit of violence to the concept of the faction, since most are usually written up with the idea first and the leader second, but so long as you really buy into it, you can do it.
Similarly, don't hesitate to prune a bit. Many really interesting setting have more factions and potential icons than you really want to have in play all at once. 13 is a good number, and I'd be careful going too far afield from it. Not every faction necessarily needs to have an icon, especially if the factions themselves are major subgroups. For example, I'm very fond of Fading Suns, a wonderful dark sci-fi game. By memory, it has an emperor, 5 noble houses, 5 merchant guilds, 5 church factions, 2 major friendly alien races, 1 major unfriendly alien race, 1 not friend/not enemy alien race, plus diabolists and two flavors of barbarian. That would be over twenty icons, which would just be crazy.
In that situation, figure out how to aggregate a few of them, and take advantage of the multiple factions to underscore the politics of things - if you have 2 Icons who are nobles, then you have implicitly created the lines along which the nobles have lined up. If you have one Icon for The Church, that encompasses all the sub-factions, but if you pop out one sub-faction (say, the Inquisition) then you'e just highlighted what will be important in your game. Don't intend Barbarians to come up much in your game? Don't bother giving them an Icon at all. As you make these choices, you are answering questions of what your game is going to be about.
If you're doing it from scratch consider a few of the subtleties that went into the existing icons.
First, each one has a concrete, pursuable agenda (or, barring that, a very active modus operandi). This means that while it's important what Icons are, what they do is even more important. Why is this important to designing a new Icon? Because it means you don't need to sit down and calculate some kind of sophisticated relationship map to make sure all your Icons interact properly. If they are driven, then the points of overlap and conflict will make themselves apparent, and that dynamism will evolve organically.
Second, and perhaps most obviously, no Icons exist in a vacuum. They have agents, followers, servants or the like - they are the faces of the most important factions of the world. When you think about an Icon, think about the people that surrounds it (and by extension, why the icon would want to interact with adventurer types).
Last (and this is a great trick) notice that Icons built the map in 13th Age. Most of the Icons are tied into one or more locations, and when you introduce an Icon, you're going to want to think about the impact on geography. At the very least, most Icons have a seat of power, but many Icons also imply locations by their existence. The Dwarf King, for example, implies the existence of the lost dwarven kingdoms as well as his current city. Sometimes the locations aren't locations s much as features - the Archmage is tied to the system of geomantic wards, for example, but the idea holds.
Note that the locations are not all unique. Both the Emperor and the Lich King suggest an empire. The Elf Queen (via dark elves) and the Dwarf King both suggest an underdark. The Diabolist and the Great Gold Wyrm both suggest the Abyss. Bear this in mind when you remove or add an Icon - what locations are you removing ties to, what new locations are you introducing, and what existing locations are you changing the dynamic on? Consider, for example, how the Abyss changes if you keep the Diabolist but remove the Great Golden Wyrm.
Anyway, those are things to keep in mind if you just want to hack the existing 13th age model. Tomorrow, we're going to hack it a little further with the idea of Anchors.
1 - I say to you right now, the one concept I will cheerfully accept 16 Icons for is this: Plansecape. One for each faction, plus the Lady of Pain herself. I have no words for how well that could work.