There's a way to let each user assign its own "face" or icon. This works for KDM (tried and tested, actually, I'm using this). Should work for GDM or others too... In the Control Panel > System > Login Manager, the "Users" tab, there's an option "User, admin" on the right side of the screen. Selecting that, makes the login manager to first look in the user's home directory for a file named .face.icon (notice the 2 dots). If that file exists, that file is used (I think it's a png). If not, the system uses the faces you assigned as an Administrator. (the ugly MDK logos).
If you want to add new images to the login faces, check the rpms that installed these files (I believe they're in a separate RPM, can't remember 4 sure). This will give you more info and you'll see the paths.
@phase9: The paths are KDE paths are relative to /usr (MDK), so the path would be /usr/share/apps/kdm/pics/users/
@OSourceDiplomat: The paths phase9 specified are not entirely accurate... MDK install sits default faces in /usr/share/mdk/faces and the rpm that installs them is mandrake_desk-10.0 (run "rpm -ql mandrake_desk-10.0" to see what files that package contains
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