I’ve been really impressed recently with a couple of WordPress plugins and widgets, and have used them successfully in a recent project (more about that later).
Widget Logic

Alan Trewartha’s Widget Logic plugin adds a control to all widgets allowing you to use conditional tags to control which page the widget appears on.
This is really useful if you want to add particular widgets to certain pages – the alternative is to have different widget areas in different templates, but that can get incredibly complex.
Usefulness index: 5/5
Sub Page Menu Widget

The sub page widget is useful for displaying sub-pages of the current page, and a link back to parent pages.
Usefulness index: 4/5
Query Posts
Justin Tadlock’s Query Posts widget is a complex widget that allows you to define the structure of the query_posts() function within a widget. Used in combination with the widget logic plugin it allows powerful control over lists of posts within certain page or post contexts, without resorting to editing or creating lots of new templates.

Usefulness index: 4/5
Extended Category Widget

The Extended Category widget gives much greater control over the categories that can be listed in the sidebar. For example, I want to show only a particular subset of categories on the Projects page, leaving out all the News categories. This widget makes it possible, again without resorting to editing template files. And used in conjunction with the widget logic plugin.
Usefulness index: 4/5