Matthew had a good post on his experience of the Icons of Sinai exhibit. I, too, enjoyed this exhibition. The second time I went, I took the Exhibition Tour, which begins at 3 p.m. daily. That gave me some context in the composition of the icons, though the meaning of the images themselves is accessible only with knowledge of the Bible and hagiography, the latter of which I don't have much background in.
One icon I particularly found interesting and which was more palatable to my evangelical tastes was one of Moses near the sanctuary doors. The curators of the exhibition created a space that mimics the space of the actual church from which the icons came in Egypt. Just inside the "doors" of the church, a quite young Moses is depicted both receiving the Law from the hand of God and removing his sandals in front of the burning bush. Sadly, I couldn't find an image on the exhibition's excellent website, but one might still wonder why the artist would put these two anachronistic events in one painting.
Here is my rough interpretation: the artist wants the church-goer to reflect on how his experience imitates that of the life of Moses. The fact of being in the church, looking at the nave, into which only the priest can go because of its holiness, reminds the believer that he is in the presence of God, just like Moses before the burning bush. During the liturgy the believer also experiences the Law of God from the reading of the Scriptures that take place during the Orthodoxy liturgy. Since I'm not Orthodox, perhaps I err in my understanding of the attitude of the churchgoer, but I suspect that the experience is analogous in any liturgical church.
Matthew wrote that he is suspicious of the use of icons in prayer. I share his suspicion, but I also think that Protestants will find the icons useful for remembering great saints of the past and their devotion to God. We should look to those images as a useful way of getting the goodness, truth, and beauty of those stories into our souls.