WPF menu item with image

How something along the lines of:

<ContextMenu>
    <MenuItem Header="Reports">
        <MenuItem.Icon>
            <Image Source="/XSoftArt.WPFengine;component/Images/export32x32xp.png"/>
        </MenuItem.Icon>
    </MenuItem>
</ContextMenu>

The easy way way is to not use the Icon property but to instead put the icon in the Header:

<Menu>
  <MenuItem>
    <MenuItem.Header>
      <StackPanel>
        <Image Width="20" Height="20" Source="/XSoftArt.WPFengine;component/Images/export32x32xp.png" />
        <ContentPresenter Content="Reports" />
      </StackPanel>
    </MenuItem.Header>
  </MenuItem>
  <MenuItem Header="Export" />
  <MenuItem Header="New record" />
</Menu>

For this simple case the <ContentPresenter Content="Reports" /> can be replaced with a <TextBlock Text="Reports" /> because that's what ContentPresenter would use to present the string anyway. For more complex Header=, you could use the ContentPresenter as shown.

In the case of StackPanel use Label and not the TextBlock since only Label will allow you to have the mnemonics on the menu, like _Reports.