How to setup sidebar modules to use jQuery Accordian

When you register your sidebar, you can change how it handles those things with the before_title, after_title, before_widget, and after_widget arguments. For example:

register_sidebar(array(
  'before_widget' => '',
  'before_title' => '<h3>',
  'after_title' => "</h3>\n<div>",
  'after_widget' => '</div>'
));

Would make all of the widgets in that sidebar have that structure. You could also add classes to the tags defined there (<h3 class="accordion-toggle">, </h3>\n<div class="accordion-content">). Just make sure all your widgets have a title; otherwise the widget will cause some tag imbalance.