Different sidebar styles

Hey All,
I have been recently browsing around the net (as you do when you really got nothing to do) and went to an admin site I always go to and they had something fantastic there that I thought would be perfect for my site.

I was wondering how you could get different sidebar widgets to have different styles.

As you can see here: http://www.adminforums.org/
They have site of the month and community sponsors in a different sidebar style than the rest. Would be really awesome if someone could help me achieve something similar.