Amie

This widget replaces the standard Blogroll widget, and adds the following features:
<ul>
<li>API compatibility, so the widget matches the theme</li>
<li>Respects options set in the Links Manager Admin Panel</li>
</ul>

WPW-Linkslist

A flexible replacement for the standard links widget, for wordpress 2.0.x only.

Josh Betz

snomura

Automatically adds favicons next to links in your blogroll. Also adds favicons to the links admin area.
Features:
<ul>
<li>Automatically caches favicon files locally.</li>
<li>Icons in admin area</li>
<li>Refresh Cache Button</li>
<li>Adds <code>class="blogroll-favicon"</code></li>
<li>Add a default favicon if link has no favicon</li>
</ul>

WPW-Linkslist vs Blogroll Links Favicons