That's very interesting! I recall now why I ask for the default size icon before the SM_CXSMICON x SM_CYSMICON one ... because the small one, when stretched, looks like crap in the Alt-Tab dialog. Now that I look closely, the default size icon, shrunk to fit the console's title bar doesn't look quite as good (but isn't bad for the TCC/TCMD icons). I'll bet I could find icons that look horrible when shrunk for a title bar.
If I wanted to use two icons, how would I specify one for the Alt-Tab dialog that is different from the one used in the title bar? SetConsoleIcon() seems to affect both.