Love the idea of widget previews, but why limit it to the theme customizer area? When a client adds a text widget to a sidebar in the Widgets area, it would be great for her to be able to press a Preview button, and have it pop up in an overlay, for instance. My clients already look at me like I'm insane when I mention that they have to use HTML in text widgets. At the very least, let them preview their experiments with it. (Even better would be a wp editor with tinymce experience for creating text widgets, but I'll take previews any day).