Just like fonts, icons can be designed in different weights. Here’s how it works in my current design, chubbicons:
These are all rendered at 32×32. The bold weight was designed with 1 pixel wide stroke on a 9×9 grid, while the light weight was 1 pixel on an 18×18 grid. The solid is just solid with some white 1 or 2 pixel details.
Everyone’s so big on the outlined icons, but I have a feeling solids will come back in style.