I prefer a clean desktop with no icons cluttering it up, but by default Ubuntu adds icons to the desktop for every single removable drive that you attach to your system. Having recently transitioned to using Ubuntu full-time at home (instead of just part-time), this was one of the first things I wanted to disable. Sadly there's no option in the default configuration screens, so we'll have to use the "registry editor" for Ubuntu, called gconf-editor. Just type in gconf-editor into the Alt+F2 run dialog to open the app.   

Now browse down to the following key:

apps \ nautilus \ desktop

You should see a key in the right-hand pane called volumes_visible. Remove the checkbox from it, and the icons will instantly disappear from the desktop. Remember that you can always access the drives from the "Computer" icon, or easily in the file browser. I'm much happier now with my beautiful desktop.