Since then, I've tried several gadgets, and tweaked two of them: first the Show Me Life Flickr gadget and yesterday the Scraper gadget. What I found is that the technologies involved are really convenient, and development turned out to be really quick. The Scraper gadget sample doesn't work anymore (I think the site where it scrapes info from is down), but I quickly changed it to get financial quotes from my bank's pages, add auto-update timers, use a better layout, and be configurable. All in a couple of hours.
Being a simple development, I did the code editing in Notepad2, but I think for more advanced gadgets (a few months back I tweaked Microsoft's Outlook Upcoming Appointments to get my own custom to-do list, and Outlook's object model is significantly more complex, which made this much more complicated) a more sofisticated development+test environment is probably a good idea.
You'll have to excuse me for not sharing the code, but I don't want the bank to block the scraping. :-)