As a temporary measure until I have time to sort them out, here is the links to all my posts on favicon. Do leave comments on which one you found most helpful (in case you come across problem, see fix for missing favicon:
2009: Customizing with favicon (favorite icon)
2008: Favicon generator and free .ico host
2008: Blogger for Dummies: free favicon generator and host
2006: Favicon for your Blogger blog
Easy favicon ready to use
Fix for "missing" favicon
This FAQ is under construction. As a temporary measure, refer to Blogger FAQ which contains a listing of post under various topic, or use this online spreadsheet - Blogger related posts spreadsheet. Use ctrl+F to search for topics.