If I remember correctly, the sitemaps standard allows you to break up a sitemap among multiple files, so that changing a relatively 'volatile' location within it doesn't require rewriting the entire thing.
And to OP, favicons are pretty, and clients like it when you give them one, but they're redundant. The purpose is to give someone a visual clue as to what site they're on, but the design of the site itself should be able to do that.