I had the same issue...I wanted to create a recent posts widget and Fishpig has that well documented, but they didn't show an example of how to pull the featured image for the post.
But I found the answer in: /app/design/frontend/base/default/template/wordpress/post/list/renderer/default.phtml
:
<?php if ($featuredImage = $post->getFeaturedImage()): ?>
<div class="featured-image left">
<a href="<?php echo $post->getPermalink() ?>" title="<?php echo $this->escapeHtml($post->getPostTitle()) ?>"><img src="<?php echo $featuredImage->getAvailableImage() ?>" alt="<?php echo $this->escapeHtml($post->getPostTitle()) ?>"/></a>
</div>
<?php endif; ?>
You can change "getAvailableImage" to anyone of these to pull the different images sizes that wordpress produces:
getThumbnailImage()
getMediumImage()
getLargeImage()
getFullSizeImage()
getPostThumbnailImage()
getAvailableImage()
getImageByType($type = 'thumbnail')
Hope this helps!