It almost never makes sense to use non-standard widgets and form controls. In case of native applications, not only is it more confusing to the user to see widgets that are not part of the UI toolkit of the native platform, it also contributes to a feeling of "this program was not written for my platform". Applications such as iTunes for Windows choose to reimplement Mac-style widgets, blatantly disregarding Windows Human Interface Guidelines.
The most common reason (excuse, perhaps?) used by applications developers when choosing to use non-standard widgets is branding. They want to make their application look like none other. You see the problem right there, don't you? When an application looks like none other, it stands out like a sore thumb.
Standards are set for a reason. Branding can be achieved by several means, many of which do not impact usability negatively.
Even when using standard widgets, make sure your usage of it aligns with the purpose it was designed for. Otherwise we end up with widgets like this, where a simple checkbox would have been the logical choice for a yes/no answer, not a pair of radio buttons. This screenshot is from the Security Preferences of Facebook.com. It lets you pick which of several notifications to send you. There are exactly two options in each of several sets of notifications, but each uses a pair of radio buttons instead of a single checkbox.
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