Add 16×16 favicon after all the links in your posts. 
The favicon’s tag has a ‘favlink’ class so you can CSS it as you wish.

Karedas Favicons

Adds corresponding favicon from Google Shared Stuff after every links in your posts.

Nazmul Hossain Nihal

This plugin is for adding favicons to WordPress site.
Using this you can add favicons to :
<ul>
<li>Home Page </li>
<li>Login Screen</li>
<li>Admin Panel</li>
</ul>

WPFavicon

This plugin is for adding favicons to WordPress site.

Karedas Favicons vs WPFavicon