I don't put it on any of my sites because the topics I write about on HP are all over the place, whereas the sites that I own are more focused. It would look kind of strange to have my HP widget on the side bar.
On the other hand, if I had a HubPages account where I only wrote about one topic and I operated a website on the same topic, I think the widget would complement it nicely.
I know some freelance writers who put their HP widget on their professional websites so that potential clients can see samples of their work. I guess it just depends on what you goals are. I'm glad to hear it's working for you and increasing your traffic.