Badges
To add badges to your sidebar you need to use a text widget.
The syntax is this:
<a href=”http://faq.wordpress.com/wp-admin/the-site-to-link-to”><img src=”http://faq.wordpress.com/wp-admin/where-the-badge-is” /></a>
For example to create an RSS badge that links to this blog’s feed, the text widget will have this in it:
<a href=”http://faq.wordpress.com/feed”><img src=”http://faq.files.wordpress.com/2006/07/button_rss.gif” alt=”RSS” /></a>
and that would look like this:

Or if you wanted to link to Digg:
<a href=”http://digg.com”><img src=”http://faq.files.wordpress.com/2006/07/digg.gif” alt=”Digg” /></a>
Badge Resources
http://gtmcknight.com/buttons over 3700 badges. You cannot link directly to them.
Badges
You can link directly to these badges if you have a wordpress.com blog. If you think a badge is missing, send it to Support for uploading here.
Copy the badge URL for use in your sidebar.
You can of course use your own images.

http://faq.files.wordpress.com/2006/07/add-rss20.png

http://faq.files.wordpress.com/2006/07/addtomyaol.gif

http://faq.files.wordpress.com/2006/07/addtomyfeedster.gif

http://faq.files.wordpress.com/2006/07/button_css.gif

http://faq.files.wordpress.com/2006/07/button_rss.gif

http://faq.files.wordpress.com/2006/07/comments-rss.png

http://faq.files.wordpress.com/2006/07/digg.gif

http://faq.files.wordpress.com/2006/07/furlit.png

http://faq.files.wordpress.com/2007/04/i-love-wordpress.png
Feed Icons
You can also use the standard feed icons in your sidebar.
