Plugins instead of widgets in WP.org?

Recently I’ve moved from WP.com and experience some challenges.
With each there’s a different number of attached widgets – I think it’s more consistent than in WP.com On the other hand, I don’t know how to establish my blog’s feed to my FB, Twitter and the like, which was easy from within the dashboard options in WP.com. The same with polls, rating, share buttons. What I guess is that I must replace these with appropriate plugins or codes pasted into text widgets (question remains which sidebar to put them on?) For example, AddThis buttons code – should it be pasted on a right sidebar to work everywhere (in posts too)?
I’ve herad of WP/FB integration – is it worth a while as compared with ‘older methods’?