I've been looking arround and it seems to me that only "quiz" allows for the inclusion of blocks is that correct? There are plans to allow blocks in all activities and resources?
Of course some of the blocks may be not available to some modules but this is another subject.
Quiz and Chat allow blocks (mainly the HTML block, Quiz also allows Quiz Results). There are plans for allowing blocks in other activities as well, but I cannot tell you much more because first we need to evaluate a) usefulness, b) the additional interface complexity.