Just to report a small bug and submit a bug fix.
When logged in (on the blog page) the categories in the sidebar are not updated correctly (i.e. items posted as private are not counted), although both published and private posts are displayed when the user clicks on the category).
Just a one-line fix (ok, two lines) in wp-include/template-functions-category.php:289
$cat_counts = $wpdb->get_results(" SELECT
WHERE post_status = 'publish'
WHERE ( post_status = 'publish'". (($user_ID)?" or (post_status='private' AND post_author = $user_ID)":"") . ")
and declare "global $user_ID" somewhere before.