The autogenerated icons are in most cases ugly, do not conform to the
style of the other icons, and do not respect relative dimensions and
positions. The math icons have a vertical dimension of 19 pixel, defining
a grid that has to be respected for obtaining correct alignment.
The only autogenerated icons that remain are those of the Misc (extra)
toolbar. I plan to also replace them in the near future.
stmaryrd.sty sets these symbols up as variable size math delimiters (i.e.
they may be used with \left and \right). Now LyX knows about that and offers
them in the delimiter dialog as well as single symbols.