I use both the Motorola vehicle dock and the RAZR HD desk dock with my phone. With the desk dock, I have noticed that the app won't retain the preference for the dock type once I select it, so I have to re-select it each time I dock the phone. In addition, when I press the home key from another app, I am returned to the standard desktop, not the desk dock.
For the vehicle dock, I now have notifications for two different apps at the same time, vehicle dock and car dock, at this point, I don't know what the implications of this are.
I've heard others complaining about Bluetooth pairing issues when in their dock, but I haven't had any. I use smart actions to enable Bluetooth whenever the phone is in the vehicle dock, that seems to be working well.