Writing a thesis: Is it a good practice to use personalized lists?
The advantage of using a simple round bullet is that it's such a familiar device that people don't notice the symbol itself. The brain recognises that it's a list structure, and immediately starts reading the items.

If, on the other hand, you use a less-common symbol, the reader will notice it, and possibly be distracted by your icon choice. That's not what you want.

There are some cases where it could be useful to distinguish the items on the list in some way. For example, you might have a list of features, and use checkmarks and Xs to indicate which are supported. But even then, I would use better icons. Most of the ones you've shown look ugly and old-fashioned, in my opinion.