I've made party/PC icons a while ago for my game that looked like the HGSS over world sprites, which I thought looked nicer than the other ones. I thought it might be nice to share, in case somebody else loves the HGSS over worlds as much as me. They look like this in game.
I've even included in the .zip file a little template you can use to make your own icon, if you wish. All you need to do is drag your desired image over the black dots and save it (after removing the dots most likely). Make sure if you do this that each image is 32x32 or smaller. Otherwise it will run over into the next frame and look really stupid in game.
You don't need to give credit. More credit goes to Heart Gold and Soul Silver than to me.
You can insert them easily with the Pokemon Advanced Icon Editor. You don't need to index the icon to insert it with that, so that's why I used it. Beware that these icons aren't indexed. If your program of choice requires that, you'll sadly have to do it yourself.
SUPER AMAZING UPDATE
There are now Mega Evolution icons included in a separate package! Yay!
Unfortunately I don't have all of them, I only made 14 of them: Slowbro, Gengar, Kangaskhan, Pinsir, Aerodactyl, Mewtwo, Ampharos, Heracross, Houndoom, Sableye, Mawile, Camerupt, Absol and Glalie.
Also the regular Pokemon icons now include all the Unown forms, plus Deoxys Normal, Attack and Defense forms.
You should give credit for the Mega Evolution icons, since I made those from scratch.