I want to display the 10 most recent comments made from all the blog posts that are using Disqus and display them in a sidebar, then be able to click on the comment and be taken to the original post.
An plus would be to be able to leave out our own comments from the list.
Here is a script which will do your job
<script type="text/javascript" src="https://funbutlearn.disqus.com/recent_comments_widget.js?num_items=10&hide_avatars=0&avatar_size=40&excerpt_length=200"></script>
If you want to embed a combo (all-in-one) plugin then copy following script
<script type="text/javascript" src="https://funbutlearn.disqus.com/combination_widget.js?num_items=10&hide_mods=0&color=grey&default_tab=recent&excerpt_length=70"></script>
You can even apply CSS to make these more attractive.