The interesting discussion about Gadgets for me is not a technical one, but a business one.  My view is simply:  If someone chooses to install a Gadget on the Vista Sidebar, they are dedicating a piece of their desktop to you.  That can be valuable.

Therefore the perception of a Gadget is that it 'belongs' to the person whose desktop it resides on, as opposed to the company that it represents or is connected to.  Meaning that what that Gadget does has to be useful to the end user, rather than only serve the company. 

One of the useful scenarios to the end user is for a Gadget to receive notifications.  I'll post an entry on notifications shortly.

Of course while an end user may have the view that the Gadget 'belongs' to them they recognise quite clearly that a company's Web site 'belongs' to the company, and visitors are comfortable with being treated with that in mind, e.g. marketing and ads.  An interesting discussion is how a Gadget and a Web site can work together.  One serving the end user, the other the shop window to the company.