I think that having SideShow Gadget support for WHS could be very usefull in many way for the "home user".
1) used with case Screen, it could help having info from the server (t°, HDD space ...)
2) in some case, to have accurate info on the sideshow device, you MUST wake the computer up. Since WHS is always up and running, having him fetch some data (RSS feed, pictures from the net ... could push even more Sideshow as a standard).
WHS has extensibility model, allowing third parties to develop, install and manage add-ins. Logical candidates are functions depending on always-on device. SideShow does not seem to be good candidate, since Admin Console is not an app where people spend a lot of time. Actually, we assume it will be opened only occasionally.
Most important to note is that any additions should be developed carefully, not breaking WHS... it would be quite possible to hurt WHS with misbehaving additions, so care will be needed, as with any installations on server in general.