If you support other people, you might consider Microsoft's registry fix: http://support.microsoft.com/kb/2642357
It is the simplest method I have seen, it allows you to turn off those specific functions (broken desktop icons and unused desktop icons) and it is far simpler than any of the other technical fixes.
If you support other people, you know how difficult it can be to get others to adopt a new method (shortcut to a shortcut folder), and that you will have to fix the problems that occur when people forget and put shortcuts on the desktop.
I did find that the "Fix it for me" program in that article hasn't usually worked for me (came back with an error about incompatability).
But, the "Let me fix it myself" method (the manual method) has worked on all but one of the machines I have built. Haven't figure that one out, but the rest were fixed.
For a bonus, if you do have to build/fix a lot of machines, you can just make a registry key that you can run on each machine to install it, so that it takes a few seconds per machine to fix, or can be pushed out to all the machines at once.