Really, it depends on the Widget/app. Some have a setting to continue to update even while not active. You can often turn that off so they only update while you are using them. Some, you can't turn off -- just depends on the app.
Every time I load an app or Widget, I look for just such settings to determine if they are gong to run in the background or not. If I can't turn that off, I usually delete them.
Two of the Widgets that come standard on the TBolt (Facebook and Friendstream maybe? -- I forgot now). Anyhow, I noticed they would be active even when not being used. Especially if you just flicked by that page, they would try to logon (I never gave them my credentials so they couldn't actually log on -- but they would try).
I've eliminated all Widgets except the single Widget (SIMI clock/weather) on my home screen --
[HERE]. This appears to use much less battery than the original HTC clock/weather Widget. I only have two screens with any icons at all. My home screen and one other with a few apps that I use frequently (not Widgets). Oh, and Google Search (I guess that is a Widget -- but not active until you type into it).
My battery seems much better after I eliminated unnecessary Widgets and unnecessary/unused screens. Bottom line though is that you just have to manually check each Widget/app to see what settings are available to control background operation.
Just my experience.
-Frank