I'll probably write and post an article/FAQ on this to the main site in a few days. In the meantime, if you want to include your list of favourites/recommended listings on your WordPress blog, it is pretty straightforward.
In the WordPress control panel, under "Appearance", just add an RSS widget to your sidebar, and point it to the shelf of your choice. For mine, I used my "top" shelf, which has favourites first, followed by recommended listings: http://webfictionguide.com/shelves/cpoirier/top/feed/ -- you can find a list of feeds at the bottom of your own shelves page. Anyway, with that done, I set an appropriate title and saved the changes.
You can see the working widget at the bottom right of this page: http://fiction.courage-my-friend.org/