If you think of sidebars in the case of blogs, it's a good guess the majority are set up by people who are not strong on UI, UX or usability. Often, they want everything they are linking to visible all the time or they simply do not know how to add context to their sidebar implementation.
With a platform like Wordpress for example, there are now plugins which will help you contextualize your widgets and customize them right down to the page/post level.
Overall, many sites now implement a global navigation horizontally in the header and then more granular navigation in the sidebar. My own preference is for sidebars to be contextually sensitive. It's generally not helpful when a user has drilled down from a homepage, to the specific post, or even lands directly on the post, to have the main content littered with mostly irrelevant meta data or secondary content.
Ideally, if the site is well-designed and a user is interested in exploring, the information scent presented in the global navigation (even if that appears persistently in a sidebar widget), then they'll discover the other information where it's contextually relevant.
Usually free-for-all over-widgetized sidebars are useless and some of the heat map types of applications will often show that a lot of that stuff will not get clicked much.