Sorry, I didn't notice activities till KDE 4.7. (At least I don't remember any activities button/bar, and I think the activities "desktop" is now default on a fresh profile.)
Its possible wicd is better. (I think at the time I started using networkmanager, it had more features than wicd, and if I remember correctly, the support for wpa2-enterprise wireless auth used at my university.) However, I am pretty content with networkmanager and nm-applet. nm-applet seems to have good support for vpn, but I ended up configuring manually without networkmanager.
I do feel KDE should maintain a networkmanager applet or some other applet for network connections. Given that nm-applet is fairly robust and mature, I think KDE should be able to offer something similar too.
I guess I will try out Icon Tasks whenever I get time :). For the problem of closed tasks not leaving the taskmanager, I believe it is present with taskmanagers other than the default one too, and as I mentioned, it is apparently an issue with kwin. I am also sticking to kde 4.6 for some time and perhaps won't even bother to look at 4.8.
AFAIK, the next step is to change the file visualization to be less like Windows Explorer and more like this.
See the folder animations? Those are there with Dolphin 2.0.
I use wicd purely to connect wired or to wireless networks (also wpa2 encrypted). You can define everything in the kde client, like what modules to use and which scripts to run or run scripts on connection, static stuff etc.
Just no vpn per default (which you actual could script yourself and put it into the client)
Wicd hasa never worked for me. The Network Manager plasmoid does and I like how it integrates with KWallet, but it's not nearly as smooth as the gnome-applet.
In any case, this is a significant issue with KDE. This is 2011 when all devices are connected to the network - the lack of good integrated network management capabilities is a losing proposition.