Yes, you do have lock screen widgets in 4.3/sense 5.5 for One. But, it’s done in a more aosp way compared to what it was before.

What you can do

Swipe to the left in the upper right part of the display, you will see a + sign: click on it to add Widget(s). If you want to add a second widget: just swipe to the left again.

What you can’t do

You can’t have a widget visible on the first screen when you unlock phone, as Sense is already there on the first screen and you can’t move/remove that. So, any widgets are to be flicked to.