The option is hidden in current Gnome versions, but can still be changed through gsettings/dconf-editor.
You can run this command to enable menu icons:
...and this to hide them again:
gsettings set org.gnome.desktop.interface menus-have-icons true
Alternatively you can install dconf-tools, and then use dconf-editor to toggle this (and many other) settings.
gsettings set org.gnome.desktop.interface menus-have-icons false
edit: You'll have to restart Firefox after changing the setting before you see any changes, but most other programs should respect the change immediately.