On its way to chromify Firefox, Mozilla removed the favicon from the URL bar on Firefox 14. I agree with their reason, saying that one could use the favicon to emulate the secure connection padlock, but in my opinion it should be disabled by default, being optional to bring it back. Not all Firefox users are newbies or morons.
Fortunately, a guy called jooliaan published an addon to bring the favicon back to the URL bar, and it works just like it should. The addon is called Favicon Restorer, and I highly recommend it.
The way it goes, Mozilla is killing Firefox version after version. We love Firefox for what it is; if we wanted something that looks like Chrome, we would just use Chrome. Wake up, Mozilla.