Windows Phone iconography is a key part of the Metro look so the SDK provides a number of icons that match the look and feel of the built in apps on the phone. If you have the tools installed they are located at C:\Program Files (x86)\Microsoft SDKs\Windows Phone\v7.0\Icons
But what other icons are out there floating around? I went through the MSDN Samples and the Training Kit and found a few more that may prove useful (reviewing/interpreting the EULAs for the samples is left as an exercise for the reader)
Here is a list of where I found it and what it was used for in the sample. The images on the right are NOT the proper transparent PNGs. They are screenshots of the images because I had some issue with the blog rendering the transparent images. In any event you should go check them out at the source anyway.
Microphone Sample
record
stop
Application Bar Sample
expand
menu enabled
opacity
Location Service Sample
stop (a little fatter than the SDK stop)
high
low
Accelerometer Sample
start/stop
Unit Converter Starter Kit
switch
Using Bing Maps Lab
directions
location
route
mode
Using Pivot and Panorama Controls Lab
blog this
digg this
tweet this
I've also been using http://thenounproject.com/ (A browser that supports SVG is required. IE9 works)
It's not necessarily made with WP7 in mind, but the icons are definitely in the metro style.