Are there any notification widgets for android that show the number of missed calls, messages, etc. just like on the regular notification screen?
Take a look at GOTO Lock Screen- supposedly it is fast. It lets you stay on top of your text messages, missed calls, and Gmail notifications all with a simple slide gesture.

A detailed feature list is available here.

Re-reading your question, I see you want widgets to use in conjunction with WidgetLocker - what sms app are you using? Handcent has a medium sized widget which shows unread sms as does GoSMS. You can show missed calls using this Call Log widget.

UPDATE: I do believe I've found something that might interest you - PureMessenger widget will show the following:


Gmail
Emails (POP3+IMAP / need K9FP)
SMS
Facebook
Twitter
Calls