This is a very, very good point. While I'm not a big fan of *testing* pictures and signatures (especially signatures; I tend to think that's just lame), I'm inclined to defend the practice of attaching a post for inclusion as your icon only because I'm guilty of it myself.
On the other hand, I am well aware (as everyone should be) that it is much better for Evan and the site if I store my pics off-site. To be honest, I have absolutely no excuse for storing them on TW other than laziness; all the free image hosting sites I used to use have either gone to pay sites or now disallow external linking and I've just not been arsed to find an alternative host. I once asked Fat Bastard to host my picture (he used to store a few pics for TWers at his "friends of Fat Bastard" site), but I'm not cool enough to be his friend. In any case, you're absolutely right, twister, that I should quit being a lazy-ass and find another free image hoster.
It's important to note, however, that the primary problem at hand is not with the actual storing of images and data on the TW site, but with the bandwidth used when that data is called. Evan's issue in the quotation you've cited above has nothing to do with the actual storing of the images (though server space adding up may in fact be a separate issue, particularly when people change images frequently and store them all on TW). The problem at hand is in the bandwidth used when the image is requested, that is, when the http call is made to the image's URL to display the picture from its stored location. This happens every time someone who has gifs turned on loads any page on which a person who stores his or her or image on TW has a post. Image transfer is the biggest culprit in high bandwidth use.
In a nutshell, twister is right that it would be a good idea for a number of reasons to either post less crap and to store images elsewhere. It's something to keep in mind anyway. That, and remember to click on the ads.
All of that said, I do give myself a little credit for the fact that I've had all of three different pictures the entire time I've been on TW (and two of them were stored off-site, actually), and all were simple pictures reduced to the actual pixel size to be used and cut to the smallest file size possible. Okay, so it's completely impossible for me to not toot my own horn at all.
Yes, I like being arrested.