Originally inspired by the car dock epoplive made as well as khaaan on Overclockers UK forums, I cut out the intermediary step of finding a case that the phone can snap in and out of easily. I ordered a suction cup mount for a Garmin Nuvi 205 off ebay for $4:
When I got it this afternoon, I took a look at the clip that is meant to hold the Garmin unit and thought that it looked quite close to the dimensions of the Captivate. Holding the phone in it, it was about 1/2" - 3/4" too wide. So I simply took a lighter, slowly and gently heated up the corners of the clip, and bent them slightly inwards. Out of luck, my guesswork bending resulted in a perfect fit. I added some thin sticky-back foam strips to make the fit more secure, and that's it!
The phone snaps in with purpose and is held in place even as I flail about testing it. It looks super clean, works well, was easy to make and cost a total of $4.
(The pictures were taken with my old E71x; when I find the charger for my point-and-shoot, I can get some better quality pictures up.)