My problem was that the default medium size uses a non-standard icon size of 18x18, which I haven't been able to include in an icns file. Though most of the new sizes are ready, I couldn't release them because of that. I'll do an update and remove that message when I figure it out.
The default sidebar icons are located in /System/Library/CoreServices/CoreTypes.bundle/Contents/Resources.
For other icons the best way to change their sidebar icons is to change the 16px icon image of your folder or file (you can use a tool like Icon Composer or even Preview, I think, for this). However, that will also change what they look like in other places as well, such as the titlebar. The alternative is to edit ~/Library/Preferences/com.apple.sidebarlists.plist, but the Finder will overwrite it with the correct icons in certain situations.