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I'd get them to point to the one without the backslash.
I'd use the trailing slash by choice, but wouldn't stress over it if there were any links that didn't have it.
Speaking of raw protocol, here's what actually happens behind the scenes (for those who love the gory details):
1) the browser (or spider) connects to the server (in this case www.widgets.com) on port 80,
2) server replies, basically saying "ok, what do you want?",
3) browser says GET /
4) the server replies with the source code of the requested page.
So... without the slash the browser/spider wouldn't know what to "GET".