Here is a complete solution with an extended ArrayAdapter that allows icons.
See design notes for dialogs at http://developer.android.com/design/building-blocks/dialogs.html  Iconogaphy at http://developer.android.com/design/style/iconography.html and IconPacks at http://developer.android.com/design/downloads/index.html
Note that the size for these looks pretty good at 48 x 48 dp, which isn't a bundled size, so you'll have to scale your own icon from the downloads.
USAGE: 
            @Override
        public void onClick(View v) {
            final String [] items = new String[] {"From Gallery", "From Camera"};
            final Integer[] icons = new Integer[] {R.drawable.dialog_gallery_icon, R.drawable.dialog_camera_icon};
            ListAdapter adapter = new ArrayAdapterWithIcon(getActivity(), items, icons);
            new AlertDialog.Builder(getActivity()).setTitle("Select Image")
                .setAdapter(adapter, new DialogInterface.OnClickListener() {
                    public void onClick(DialogInterface dialog, int item ) {
                        Toast.makeText(getActivity(), "Item Selected: " + item, Toast.LENGTH_SHORT).show();
                    }
            }).show();
        }
ArrayAdapterWithIcon.java
public class ArrayAdapterWithIcon extends ArrayAdapter<String> {
private List<Integer> images;
public ArrayAdapterWithIcon(Context context, List<String> items, List<Integer> images) {
    super(context, android.R.layout.select_dialog_item, items);
    this.images = images;
}
public ArrayAdapterWithIcon(Context context, String[] items, Integer[] images) {
    super(context, android.R.layout.select_dialog_item, items);
    this.images = Arrays.asList(images);
}
public ArrayAdapterWithIcon(Context context, int items, int images) {
    super(context, android.R.layout.select_dialog_item, context.getResources().getTextArray(items));
    final TypedArray imgs = context.getResources().obtainTypedArray(images);
    this.images = new ArrayList<Integer>() {{ for (int i = 0; i < imgs.length(); i++) {add(imgs.getResourceId(i, -1));} }};
    // recycle the array
    imgs.recycle();
}
@Override
public View getView(int position, View convertView, ViewGroup parent) {
    View view = super.getView(position, convertView, parent);
    TextView textView = (TextView) view.findViewById(android.R.id.text1);
    if (Build.VERSION.SDK_INT >= Build.VERSION_CODES.JELLY_BEAN_MR1) {
        textView.setCompoundDrawablesRelativeWithIntrinsicBounds(images.get(position), 0, 0, 0);
    } else {
        textView.setCompoundDrawablesWithIntrinsicBounds(images.get(position), 0, 0, 0);
    }
    textView.setCompoundDrawablePadding(
            (int) TypedValue.applyDimension(TypedValue.COMPLEX_UNIT_DIP, 12, getContext().getResources().getDisplayMetrics()));
    return view;
}
}