Those are the same gadgets that used to be offered at the official Windows gadget download area for Windows 7. Microsoft released a warning a little over a year ago that exploits had been found making them potentially dangerous. They stopped offering them at the same time.
http://www.tomshardware.com/news/Windows-8-Sidebar-Gadgets-Security-Advisory-Black-Hat,16265.html
So it's really up to you if you find them more useful than the potential risk. I stopped using them myself and moved to Rainmeter. Rainmeter allows a huge amount of customization and is safe as far as I know.
http://rainmeter.net/cms/
Skins
http://rainmeter.net/cms/Discover