Icons will help users quickly scan lists of social media sites. However, pulling favicons directly from sites is a lot more challenging than you may first think. Google have provided a simple API to do this.

http://www.google.com/s2/favicons?domain=flickr.com

The only draw back I have found with using Google's favicons API is that all the icons are on white backgrounds. I have created a set of PNG favicons with transparent backgrounds for the 70 social media sites which are part of the Ident Engine download or you could try Paul Lloyd's beautifully designed set of Social Media Icons.

When creating an "elsewhere on the web" listing try and make them as easy to read as possible. Full URLs or even domain names are hard to scan read, always try and use the site name, i.e. http://www.flickr.com/people/glennjonesnet/ is displayed just as Flickr (glennjonesnet). It is important to display the username to reassure the user that you have found the right account.