One curious HUD icon you never see is the Cellphone. There's also the HUD icon for the equally unused skateboard. While the game doesn't reckon on you being unarmed when wearing the Jetpack, the icon never gets displayed in any case. The Jetpack icon is the most notable since the game will automatically equip you with a suitable weapon when you have the Jetpack on, you wouldn't see this icon anyway.
jetpack.txd\ jetpackicon, skateboard.txd\ skateboardIcon, and cellphone.txd\ cellphoneicon respectively. Several HUD icons present in gta3.img that are never used for various reasons.