Well, I went so far as to give 'everyone' write permission to app_data. Still no luck.
However, I noticed that it's not *all* of the widgets that don't work. ABOUT, TAG CLOUD and PAGE LIST all work.
The two that don't are MONTH LIST and BLOGROLL
Another odd thing is that 'Filter by APML' loading icon in the top right toolbar never finished loading (it just sits on the animated logo icon).
Does this offer any clues as to what might be going on on the remote server?