It is possible if you know how to use Smarty template.

eg) theme.html

<div class="blockTitle"><{$block.title}></div>

changes to:

<div class="blockTitle">
<{if $block.title == "Main Menu"}>
<img src="icon_main.gif" /><{$block.title}>
<{elseif $block.title == "User Menu"}>
<img src="icon_user.gif" /><{$block.title}>
<{else}>
<img src="icon_etc.gif" /><{$block.title}>
<{/if}>
</div>


And this is not a hack but a theme designing.