I just tried to allow Widgets on all pages by following the steps in the documentation:
However, this left me with a fatal error that stated that "a field called 'SideBar' appears twice in your form". This happens because I also have the blog module installed, which itself installs the field "sidebar" again.
The solution is to uncomment the appropriate line (30 in the current version) in the "BlogHolder.php":
$fields->addFieldToTab("Root.Content.Widgets", new WidgetAreaEditor("SideBar"));
Sorry, I meant that this line should be commented out, you're right.
The fix with renaming the field does not produce an error when displaying the site, however it produces the "Available Widgets" area twice in the blog management in the CMS. Thus, the appropriate line has to be commented out one way or the other. To prevent braking the blog template I would recommend keeping the name "Sidebar" though.