I was trying to figure out a way to open a screen sharing connection to a particular server on my LAN from a Dock or desktop icon. Being able to do it by entering a vnc:// URI in Finder or Safari was okay, and the hidden Bonjour Browser was one step better. But when I accidentally dragged and dropped an entry from the Bonjour Browser to my desktop, guess what happened? It created an icon that I could double-click to open a screen sharing session!
This file is just a plist with a .vncloc extension that opens with Finder.app by default. It looks like this, if you want to create your own:
Mac OS X Hints
http://hints.macworld.com/article.php?story=20080310160740170