Ah, I think we have some confusion here - blame Mp3 accessory terminology. The original question was about speaker docks - in effect mini systems (including amps and speakers) you just slot your iPod into.
You're referring to iPod docks - the cradles that house your iPod and connect it to your hi-fi. And yes, the best of these (think the Onkyo, Arcam, Denon, Marantz etc.) will sound better than connecting your iPod up via the headphone socket.
The reason? Because you're bypassing the iPod's volume control, letting the dock drive the amp.