I'll have to mention this to my mom, since she loved the Dashboard in OSX and is now moving on to Win7. that you can have gadgets in the background and with that new feature it's not a big pain to switch to them if you want to check something. This is actually a good point I wouldn't have thought about.
That's two seconds of an obvious user event? Like even the gadget just requires hovering over Aero Peek.
The idea of a system tray icon is that you can see the temperature without stopping what you're doing and clicking on something/minimizing something. A desktop gadget forces you to minimize to see the temperature, and that Windows 7 taskbar thing forces you to click on the taskbar, plus it takes up space on the taskbar.