I haven't made any, but I did a quick search on MSDN and found some links that may help:

http://msdn.microsoft.com/en-us/library/aa974179.aspx
http://blogs.msdn.com/postmixau/archive/2007/08/01/vista-sidebar-gadgets.aspx
http://www.nikhilk.net/Entry.aspx?id=153
http://blogs.msdn.com/ukstudentzine/archive/2007/12/17/vista-gadgets.aspx

>hi all,
>I was wondering if anyone has made any gadgets for the vista sidebar. I was thinking about linking into our files a couple of times a day to get a status report but am unsure where to start and was hoping for some pointers.
>~M