I don't use Vidalia, but I think I recall that Vidalia does a number of geoip queries which are not proxied.
correction: it seems that Vidalia now proxies its geoip queries, so your IP address is not exposed that way. Quoting from http://trac.vidalia-project.net/wiki/FAQ:
Does Vidalia "phone home"? No, not really. Vidalia 0.0.5 added the network map feature, letting you see where in the world your traffic is going. To be able to map Tor server IP addresses to approximate geographic locations on the map, we use the GeoLite City database from MaxMind. Unfortunately, the database is around 24MB and shipping it alongside the Vidalia binary would be unreasonable. Consequently, we host the database on our servers and created a small perl script interface to it, allowing us to query the database via standard HTTP GET or POST requests. All communication between Vidalia and our servers is done over Tor, so our servers do not know who is making the requests. Additionally, no identifying information is included in the requests. Of course, you can verify this by looking at the source code, such as geoipresolver.cpp and torsocket.cpp. We also have a specification for the format of our geographic information requests and responses.
-James
