If you enable Dashboard developer mode, you can drag and drop widgets to the desktop. Just click and hold on a widget, and push F12. Drop. Reverse to get them off.
Dashboard developer mode can be enabled with TinkerTools or Onyx (or Terminal: "defaults write com.apple.dashboard devmode YES").
Its quite fun to play with.
Occasionally, it's convenient to have a calculator, a dictionary, or whatever, on the desktop instead of the dashboard. If you don't like it or doesn't find it useful, don't mess with it and be happy with what you have.