Here are some useful links related to compiling software with icc in general and gentoo in specific:
Architecture related predefined macro list:
http://predef.sourceforge.net/prearch.html
ICCs additional predefined macros:
http://software.intel.com/sites/products/documentation/studio/composer/en-us/2009/compiler_c/bldaps_cls/cppug_ccw/bldaps_macros_win.htm
ICCs supported pragmas:
http://software.intel.com/sites/products/documentation/studio/composer/en-us/2009/compiler_c/cref_cls/common/cppref_pragma_nonintel.htm#cppref_pragma_nonintel
ICCs specific pragmas:
http://software.intel.com/sites/products/documentation/studio/composer/en-us/2009/compiler_c/cref_cls/common/cppref_pragmas_intel_specific.htm#cppref_pragmas_intel_specific