If you have placed third party widgets on your site (and who hasn't) or are a distributor of widgets that include hypertext links, you should probably use the rel=nofollow attribute according to Google's head of search spam, Matt Cutts.
Many website owners don't even realize that the code provided by widget makers (and recently infographic distributors) include a link, but they almost do. Survey solutions, analytics products and other third-party services which produce and distribute widgets almost universally engage in the practice as there were few ways to quickly and easily obtain links.
Including links in widgets (and infographics) has been abused as means to increase inbound links however and it finally caught the attention of Cutts, who (in the video below) recommends nofollowing those links so they don't artificially pass PageRank back to the widget providers' site.
"I wouldn't expect a link from a widget carry the same weight as an editorial link freely given where someone is recommending something and talking about it."