You can do some pretty cool stuff these days with just a Wiimote, some software and a Bluetooth-capable computer. If you haven't seen Johnny Lee's Wiimote experiments yet you must check them out - it's required viewing!
If you're yearning to join the Wiimote hacker's club, the first skill to learn is how to make a Bluetooth connection between your Wiimote and your computer. You can find the steps elsewhere on the web, but I have a few tips that might save you some time. (Note: I'm using Windows Vista and these steps will vary on other operating systems)
First, from the Control Panel open Bluetooth Devices.
Now on the Devices tab click the Add button at the bottom.
This will bring up the Add Bluetooth Device Wizard. Click the checkbox that says "My device is set up and ready to be found".
Now, before clicking Next, press 1 and 2 simultaneously on your Wiimote. The blue lights on the wiimote should start blinking letting you know it's ready to make a connection. Click Next.
After a moment the wizard should locate a device named Nintendo RVL-CNT-01. That's your Wiimote. Select the device and click Next.
The next screen asks about setting up a Bluetooth passkey, which we don't need. So, select the fourth option - Don't use a passkey.
By this time your Wiimote has probably stopped searching for a connection (the blinking only lasts for 20 seconds). So, before clicking Next reactivate the connection mode by pressing 1 and 2 once again.
Now click Next.
That's it - if all has gone well you'll see this success dialog.
You can click Finish and know that your computer now has access to your Wiimote.
NOTE: once you've made the connection, the Nintendo device icon remains in your Bluetooth Devices list, HOWEVER, whenever the Bluetooth connection shuts down -- if your computer goes to sleep, or if the Wiimote gets turned off, for example -- you'll need to run through these steps once again. It may seem like a pain, but it only takes a couple system crashes before this will become a habit :)
Now that your Wiimote is connected you need a way to confirm that it's working -- I like this Wiimote Data Visualizer written by Matthias Shapiro.
It shows the current state of all the controls on the Wiimote and even lets you toggle the blue lights and trigger the Wiimote's Rumble feedback.
Good luck to you and happy hacking!