Use of Bookmarks to mark favorites and subscribe to Feeds has really made the tasks you mentioned simple. Like you, many users like to mark any sites/webpages that they liked so that they can easily check them again in future. Hence, you can mark a page as a favorite and all favorite pages can be accessed from bookmarks menu. Similarly, most of the modern sites come with a typical orange icon with a dot and 2 white arcs-(see the icon next to search box on this page) these are their RSS feeds- when you subscribe to a particular feed, you will get informed about any updates. In firefox, this is also in the Bookmarks menu.
Now, as you are asking, a solution to make desktop icons- that has been suitably answered before- but as you surf the web and mark more webpages and sites, your desktop will end up being cluttered with lots of shortcut web-links! You could have a hard time finding stuff amongst so many icons.. On the other hand, using bookmarks options, you can keep all your favorite links in your bookmarks- and even arrange them into separate folders based on the topic/field. That will make your life a lot easier. Lets say i’m interested in three things- music, astronomy and photography. Then i can make three folders in the bookmarks menu with these names, and whenever i mark a page as a favorite, i can go to bookmarks library [in firefox: Bookmarks>Show All Bookmarks (shift+ctrl+B)] and drag the favorite page into its relevant folder. Next time i want to check out that music related page, i just go to bookmarks menu, go to folder named Music and click on the relevant page. All this happens within the browser- no need to create shortcuts or folders explicitly in your file system. Just mark, arrange and view all your favorite pages within the browser. :)