I was also confused once to find the simple solution to attach an icon to menu-item links, but it was in version 2.5.12
The solution for version 3.0 and above is also same.
While adding a menu item you will find another tab with heading "Advanced Options"
In that you will find "Link Type Options" Tab.
"Advanced Options"-> "Link Type Options"
From that you can set "Link Image" and the image will get attached to the same menu item.
"Advanced Options"-> "Link Type Options"->"Link Image"
You do not need to use any other extensions if the requirements are paused at menu-item icons only and you can use tool-tip option to inform users more about the links, I think sub-title is not possible to set here.