theres no simple fix for what you have going on, unfortunately.
Take a look at this:
Ive helped 3 ppl in the last 2 weeks clean up blogs where they had placed stuff into their sidebars using the widgets and had similar effects.
The long and short of it is you you need to look at what you have done inside each widget. Are your list items done properly? Have you enclosed those list items properly?
Take what you see in the link I provided, fix one item at a time, starting at the top. After you have fixed one item go back and check that link again to see if the errors have gone down.
When you get to errors in the validator that looks to be related to your sidebar, you will need to compare the output to the input -- the input is what's inside the widget, the output is whats on your site.
Its time consuming, but it can be done. Unfortunately, there just isnt a quick fix.