One thing that works, but it's a hassle:
You'll need to repeat whenever you change notes. But this will survive Exposé.
- Find a desktop pic you like, save it somewhere.
- Open Stickies, add/edit notes
- In Dock Preferences, hide the Dock
- Open the desktop pick in QuickTime, set it to "Loop", go Full Screen.
- Apple-Tab to put Stickies on top.
- Take a screenshot.
- Set that as your desktop.
- Turn Dock Hiding back to where you had it, if you keep it visible.