Apple has released the Dashboard Programming Guide
for all you would be Widget workers out there. You can't beat the price, and it is even available for download in PDF format so you can refer to it when you don't have an internet connection (like while you're on a train speeding from Washington, DC to Philadelphia).
This guide looks like it is chock full of information that will make creating widgets a breeze, in fact I just might try my hand at writing my own and document that process here at TUAW. Now, I just need to think of a good idea for a widget.