Yesterday, Matt Cutts, Google's head of search spam, posted another video on links clearly telling widget makers and those who embed widgets on their own sites that those links should be nofollowed.
He said clearly, "I would recommend putting a nofollow, especially on widgets."
Honestly, this message should come as no surprise. Matt said so even back in 2008 but obviously it didn't make much of a difference back then. The links still counted and still worked. But now with Google going after more and more links, I would expect you should be more careful with widgets. Also, in 2011 we discussed this specific topic quoting Google's John Mueller in our story Google Says You Can't Hide Links With Disclosure.
Matt also mentioned his distaste for infographics and how Google will discount those links as well.
So in short, if you distribute widgets or place widgets on your own site, nofollow those links. Heck, I post polls here often and I have not nofollowed those links. Although the link does link directly to the poll, so I am not sure how "bad" it is.