Problem with all those plugins is they create columns in full pages or posts - not in the sidebar. Check out the "Tags" in the sidebar here
I'm actually using the Taxonomy List Widget for that list, but there should be a way to put any of those lists into columns, whether it's Recent Posts, Archives, or Categories as well.
I can't see how you could do this in CSS because these are generated by a loop, correct? I would think it needs something like, for the length of the array, divide in half, and then style it into columns. Somebody should write a plugin to do that. I would, but I don't know how :-)