A great way to show all your categories, sub, sub-sub categories in the menu side bar is by integrating wp-DTree. http://wordpress.org/extend/plugins/wp-dtree-30/
It works perfect and can be adapted in style, color, and ways it presents your categories and all posts per category. View sample here. http://maxawareness.com/members/?cat=13
one question though:
:?: :?: :?: Is there a difference between the HOME page and all other pages? :?: :?: :?:
on the HOME page where I have the Featured content, the category menu does not show. Even though it is in the same side menu. On all other pages it shows perfect.