A while ago I downloaded this program called "Konfabulator" which promised to add some of the functionality of the Mac OS to Windows XP. The program was not free, at the time, and there weren't man 'widgets' (the mini-aps built for Konfabulator) that interested me.
Things have changed. Konfabulator was bought recently by Yahoo! and now version 2 is free, plus there are many wonderful widgets available.
To the left is an example of my current desktop with various widgets. You can see a calendar widget, weather, miniMail, system monitors etc.
The one caveat to these cool aps is... they all use memory and each one shows up as "konfabulator.exe" in your task manager. This makes it hard to determine which to close if one is acting wonky.
Other than that, they don't take up a lot of memory, and are quite useful and attractive.