Jim Foltz has a custom toolbars script that you might want to look at.
http://sketchuptips.blogspot.com/2008/06/custom-toolbars-release-08-06-01.html
It doesn't necessarily dock the window like you want, but it would allow you to open/close it with a toolbar icon. Jim's script doesn't actually include the Entity window, outliner, etc but it's pretty easy to create them. Look at the format of the Model Info button and use the sketchup.send_action # that TIG also mentioned. Other send_actions can be found here: http://code.google.com/apis/sketchup/docs/ourdoc/sketchup.html#send_action. I actually set up all my dialogs like this recently. I'm not sure yet if it's a huge time-saver or not, but we'll see.
Another thing you could try is assigning a shortcut key to Window/HideDialogs. This will close all the dialogs that you currently have open. Repeating the shortcut will open them again.
