"unless I want to make EVERY item in my sidebar its own little file and include them as necessray in the multiple templates (sounds like a mess)."
Not a mess at all - this is what I did in a matter of an hour or so, and now am just going in and tweaking what I want on each sidebar.
I know what you mean about having the one "big" sidebar, however it truly depends on what it is you're looking to have there. For example, hard-coded stuff like client testimonials or screenshot thumbnails or maybe even contact information... it's a little more than just calling in functions. And everyone knows that large file sizes slow the loading of your site, which is terrible for SEO purposes. (Okay, maybe not everyone knows that - but I do, since I'm an SEO specialist.)
So I find it much neater and more organized to call in a specific sidebar to a specific page template depending on the topic of the page or sub-pages. That way I don't have to go hunting through a "big" file to find something I want to change out or tweak.