How to add shortcode in a widgets?

How to add shortcode means how to make shortcode runnable when paste  in a widget section.

Most advice on this converges to this simple line of code:

add_filter('widget_text', 'do_shortcode');

Though a wide spread method, this is not quite correct. The more correct way would be:

if (!is_admin())
  add_filter('widget_text', 'do_shortcode', 11);

if (!is_admin())
  add_filter('widget_text', 'do_shortcode', SHORTCODE_PRIORITY);

to avoid guessing what the number 11 means, but SHORTCODE_PRIORITY is a constant the WordPress team has yet to provide.