This one that I mentioned in my last post that I would investigate has been extremely easy:
HOWTO: Create a command with a custom picture using an ImageList for a XML-based Visual Studio add-in.
http://www.mztools.com/articles/2012/MZ2012005.aspx
And Microsoft updated correctly the documentation for Visual Studio 2010 regarding the new possibilities of the Bitmap parameter of the EnvDTE80.Commands2.AddNamedCommand2 method:
EnvDTE80.Commands2.AddNamedCommand2
http://msdn.microsoft.com/en-us/library/envdte80.commands2.addnamedcommand2(VS.100).aspx