What are Gadgets

Gadgets are small objects that create dynamic content and are generally embedded in web pages or google Docs. For example in your iGoogle Page, your personal website, your blog or your spreadsheet. They are defined in an .XML file and generally would encapsulate some User preferences, some Javascript and some HTML. 
Because they are totally encapsulated, you can add prebuilt dynamic content to such pages without having to have any knowledge of how they work.

Some gadgets on this site

Since this site is about Excel, but also about freeing your data from the from the desktop you may have seen a lot of references to enabling Google Visualizations on this site. Encapsulation of such capabilities in a gadget is a logical extension of that, so you will find a growing number of tools and discussion on Gadgets, Google Docs, Google Visualization and other such technologies here. 
Here are some gadgets with links to source code and documentation and discussion

Subpages (1): Generic Gadget Analytics