I had to try and find a way to show the second level of the pages in the sidebar, but also keep the second level (child) when you click on a third level (grandchild) page, and that proved to be quite a challenge. Did a lot of searching and testing on my site before I found a way.

Example of how I wanted it (selected page in bold):

-Subpage
–Subsubpage
–Subsubpage 2
-Subpage 2

After a LOT of searching Wordpress forums and stuff I finally found the solution. The Flexi pages widget with the default option “List sub-pages only in parent and related pages in hierarchy”, and just excluding pages on the first level (parent) did it for me. Excellent widget. Get it here.