Para mostrar categorías
<?php wp_list_categories( $args ); ?>
Para mostrar enlaces
<?php get_links(); ?>
Para últimos comentarios
<?php$recent_comments = get_comments( array( 'number' => 5, 'status' => 'approve', 'type' => 'comment') );foreach ($recent_comments as $comment){?><li><a href="<?php echo get_permalink($comment->comment_post_ID);?>" title="<?php echo $comment->comment_author;?> on <?php echo get_the_title($comment->comment_post_ID); ?>"><?php echo get_avatar( $comment->comment_author_email, '55' ); ?></a><h3><a href="<?php echo get_permalink($comment->comment_post_ID);?>#comment-<?php echo $comment->comment_ID;?>" title="<?php echo $comment->comment_author;?> on <?php echo get_the_title($comment->comment_post_ID); ?>"><?php echo get_the_title($comment->comment_post_ID); ?></a></h3>By: <?php echo $comment->comment_author;?></li><?php}?>
Y aquí podéis ver muuuuuchas mas!!!