<?php foreach((get_the_category()) as $cat)
{
$catname =$cat->category_nicename;
$cattitle=$cat->cat_name;
echo "<a href=/category/";
echo $catname;
echo "/>";
echo "<img src=http://yourdomain/wp-content/cat-icons/";
echo $catname;
echo ".jpg alt=\"$catname category \" title=\"$cattitle\" /></a>\n";
}
?>

.jpg是图片的格式，你可以改成gif或者jpg都行，然后把主题下的/cat-icons/目录下的图片名称改成分类的别名就好了。。。