There are (according to Wikipedia) 4 types of widgets and widget software.  They are as follows:

• Widget Engine: In computer software, a widget engine is a host software system for running and displaying desktop widgets on the desktop. Desktop widgets are physically inspired applets that give access to information and frequently used functions such as clocks, calendars, news aggregators etc.
  The widget model is attractive because of ease of development. Most widgets can be created with a few images and about 10 to several hundred lines of XML/JavaScript/VBScript.
• GUI Widget:  In computer programming, a widget (or control) is an interface element that a computer user interacts with, such as a window or a text box. Widgets are sometimes qualified as virtual to distinguish them from their physical counterparts, e.g. virtual buttons that can be clicked with a mouse cursor, vs. physical buttons that can be pressed with a finger. Widgets are often packaged together in widget toolkits. Programmers use widgets to build graphical user interfaces (GUIs).
• Web Widget:  The web widget is a portable chunk of code that can be installed and executed within any separate HTML-based web page by an end user without requiring additional compilation. They are derived from the idea of reusable code that has existed for years. Other terms used to describe web widgets including: gadget, badge, module, capsule, snippet, mini and flake. Web widgets often but not always use DHTML, JavaScript, or Adobe Flash.
• Mobile Widget:  The mobile widget is essentially the same thing as the GUI widget, but it is designed for use on mobile devices

So now that you have an idea of what a widget is and what you can do with it, where do get them?  Personally, I try to limit my resources for such things to as few as possible.  With so much on the internet in regards to things like this one can get bogged down with info quite quickly.  So here are some resources for widgets:

http://www.springwidgets.com/
http://www.widgetbox.com/
http://www.oneqube.com/

There are widgets for nearly anything you can think of.  If you can’t find a widget for what you want, both of the sources listed above have resources for creating your own widgets.  They can be placed nearly anywhere, too.  There are widgets specifically designed for use with sites such as MySpace, MyYearbook, Facebook, and also, desktops for PC and Mac.  So whatever your needs are for content, widgets may be the answer.

http://en.wikipedia.org/wiki/Widgets