I agree with Paddy. Have seen this quite frequently, especially when I did not have the box for needing password on wake checked. Most of the time I have to sign in and I believe during this time the Finder has a chance to get its act together and have the icons ready. But think about when the Mac boots up, quite often you will see the desktop picture first, then a pause and boom, all the icons load. That is the purpose of the much beleaguered .ds_store file that is everywhere, though usually invisible. I notice a difference among all my Macs as to how much time each takes to load the icons. I wouldn't worry about it.
BTW, in doing a little browsing I came across this recently for those who have a messy desktop and want to quickly "clean house", at least to the casual observer.
http://blog.websecurify.com/2013/01/hide-d...n-mac-os-x.htmlI know there are others like Hiddenme (below) and paid apps, but Hide Desktop runs on Snow Leopard. Yea.
https://itunes.apple.com/us/app/hiddenme/id467040476?mt=12