Of recent times Ive put in a bit of effort working with Windows Sidebar Gadgets. You may have seen a number of these released recently at the launch events for Vista.
Gadgets are designed to be lightweight applications and run on your desktop or can be docked to the side bar which you can configure to sit where you want on your desktop. The thought being that with the trend towards widescreen laptops and LCD panels there is a bit more room on the sides to drop little information surfacing apps which can help get you the info you need.
From a development perspective, Gadgets are put togethor using HTML, CSS and Javascript. The development experience is pretty ok (go Notepad!), but can be a bit daunting at first to get into, particularly if you dont know Javascript very well.
To help aide getting started with developing Sidebar Gadgets, you might find this "Hello World" sample useful as a stub which does all the basics (dock, undock, flyout) etc, with hooks which you can fill out functionality into.
Its structured into:
Download the Code Sample: GadgetShim.zip
To install, unzip the contents of the folder into one of the various gadget directories; (e.g: <user>\AppData\Local\Microsoft\Windows Sidebar) and rename the extracted folder to HelloWorld.gadget.
You should now see the Gadget on the available Gadgets list when adding a Gadget to the Sidebar.
You can drag it onto the Sidebar, drag it off to move into undocked mode, or double click it to enable flyout mode.
Here are some other useful links to reference when developing Gadgets for Sidebar: