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Hi, Ivan,
I believe there's no built-in shortcodes to display posts like list25.com, unless they're hosted in wordpress.com (http://en.support.wordpress.com/display-posts-shortcode/), or use plugin like "Display Posts Shortcode": http://wordpress.org/plugins/display-posts-shortcode/.
And no matter what a shortcode can do, you still need to customize the CSS to make it go with your theme.
Good luck!
Hi, Ivan,
Based on my knowledge about WordPress, I think List25.com just use standard loop for the posts, and style the first one different from others.
As to the post lists on left or right sidebar, you could use plugin like "WordPress Popular Posts": http://wordpress.org/plugins/wordpress-popular-posts/ or "Ultimate Posts Widget": http://wordpress.org/plugins/ultimate-posts-widget/ to accomplish.