1. Go right now to IntenseDebates and install their comment widget. It allows for threaded comments, and that is worth the install alone, though it does offer other nice features (like the recent comments widget). It's an easy install.
2. Go sign up at StatCounter, cause it is fun to see where your visitors are from.
3. Ditto with ClusterMaps
Other then that, all my blog toy sources are in the Credits Tabwidget in the lower right corner.
edited to add Library Thing, which I almost included in the original post but got distracted by a little muffin who had a tummy ache. Anyway, just go to LibraryThing, sign up, add some books, and then look on the far right of your personal Library Thing home page for the 'blog widgets' tab and from there it is pretty self-explanatory.
One of the things I like the most about LibraryThing is that after I loaded up a lot of my favorite books, I started to get book recommendations that were actually reliable.
edited to add this great post on how the blogger html template actually works.