Should all icons be the same size?
Consistency is key with icons, and all your icons should be the same size when you build them. First, you'll need to make sure that you know how your grid is built (multiple of 8 or 10?). From there, your base icon size should relate directly to that.
What size should my icons be?
Icons work best at the power of 8. So always try and make your icon sizes divisible by 8 — this depends on what grid you're using, if you're using a 10x10 grid then make icons divisible by 10. For best results keep icon sizes consistent with your font sizes.
What size should website icons be?
The most common favicon size is 16x16 pixels. There are places, however, where the favicon size needs to be a little larger. Here's a good breakdown of favicon dimensions and their uses in pixels: Browser favicons - 16x16.