When I visit the sidebar widget admin page and my text widget contents is reloaded from the database all the &s I had in the link text within it are retrieved as normal &s (and I assume the same applies for other tags like this?).
For example, if I'd originally entered part of my text as this;
<a href="http://www.example.com/?prop1=something&prop2=somethingelse">
The sidebar admin page would be reloading it from the database like this;
<a href="http://www.example.com/?prop1=something&prop2=somethingelse">
Thus, unless I re-correct the text widget each time I go in there I end up saving a non-XHTML compliant contents to the text widget. Oh, and this is happening on load, not save. If I save after correcting the contents my generated pages are XHTML compliant.