Where are all the statusbar icons stored so that I can change them?
The Status bar icons are found in SystemUI.apk  which is placed in /system/app/ folder. Use APK tool guide and decompile the SystemUI.apk file and follow this guide to make some mods as you wish.

I have used this apk to change the signal icons, mobile data icons (H, E etc), Battery 1% Modification etc.