We actually covered this four years ago, back when it was an application named Dashboard Starter. Today it's called Dashboard Kickstart and its taken the form of a System Preference pane by Alwin Troost that runs in the background and reacts to the starting or re-starting of the Dock. Every time you log in or out, you restart the dock. When that happens, Dashboard Kickstart initiates the starting sequence of the Dashboard Widgets. This prevents the delay you'll experience when launching Dashboard the first time you want to use it.
Dashboard Kickstart is free and requires 10.4 or above. Let me know what you think of Dashboard Kickstart in the comments!