I just developed a new plugin for Wordpress, called Pretty Pinterest Pins, that pulls the latest images, captions, and links from your latest Pinterest activity and shows it off on the sidebar. There are several customizations you can make to it to match the look and flow of your site.
You can read more about it and download the plugin for free from the Wordpress plugin directory.
There will be a lot more great features to come once Pinterest opens their API to developers.
Feel free to post any questions in the comments or ask me on twitter.