FYI, Facebook supports emoticons, just that they doesn’t display the emoticons as icons in your Facebook chat window, where you can just click and send the emoticons to your friends. They make your life harder. In order to use emoticons, you need to use keyboard shortcuts.
Click here to view the complete list of emoticons and the corresponding keyboard shortcuts.
Facebook Chat Emoticons is an extension for Google Chrome that makes your life easier by adding a list of smileys and emoticons to your Facebook chat window. With just a single click, you can send emoticon to your friends without fuss.
After install, log in to your Facebook account and start the chat window. Now, you will notice a collection of emoticons within the chat window.
Give it a try. Click on any one of the emoticons, then send it to your friend. 🙂
Install Facebook Chat Emoticons
P.S. : For Firefox users, there is actually a firefox plugin to add emoticon list to Facebook chat window