Did you know that you can run a widget without permanently installing it?
After downloading (from Apple’s site or others) and expanding a widget, a double-click launches the widget installer. A dialog then appears with two options: Cancel and Install. Click Cancel, and nothing happens; click Install, and the widget is moved to your user’s Library/Widgets folder, ready for use in Dashboard.
However, if you hold Command and Option when the dialog is onscreen, the Install button will change to Run, allowing you to only run the widget. Select this, and it opens in the Dashboard layer, but it’s not moved to your Widgets folder. Ta-da!