Your FC's of SetCPU was probably because you included it in a flash-able .zip file. Certain apps don't install well through this method. For instance Google Earth, if you include the .apk in a flashable .zip file, it'll FC every single time you try to run it, because it doesn't copy over the .lib files it needs to "/data/data/com.google.earth/lib/". The same thing was probably happening to SetCPU in your case, most likely it didn't copy over the lib files it needs to run into your "/data/data/what-ever-setcpu-folder/lib".
As for custom icons,"data/system/customized_icons_1/" will be where you'll customize almost every icon, except for a few that need to be replaced in the framework-res.apk. In the case of framework-res.apk, it's much easier to "adb pull /system/framework/framework-res.apk", edit what you need/want to, and then push the framework-res.apk back while in recovery mode (In recovery, mount system, "adb push framework-res.apk /system/framework/", and then you are done. No need to edit a flash-able .zip and flash it. I only use that method before flashing an update to a ROM. I crack it open, edit the files that I need to edit beforehand, than flash the edited ROM.
This is actually the same method for any Custom ROM; there is no difference to theme MIUI over any other ROM.