Got silverelf's comment here about if it's possible to display the usual dashboard links such as 'write, manage, profile...etc' on the sidebar after users are logged in.
In fact Semiologic has already written such login, see his page here. His Admin Menu Plugin will display key admin menu links to the top of your blog's screen. I think that's clean and tidy. If those links are located in the sidebar once you click any of those dashboard links your sidebar goes away anyway which doesn't mean a lot to you.