Ever since the birth of OS X, the operating system minimised each window to its own special place on the Dock, meaning every time you minimised something, your dock got a little more cluttered. That's no longer the case in Snow Leopard.
All-things-Apple blog TUAW noticed a new checkbox in the Dock preferences that allows you to minimise windows into the application icon rather than to the special section of the Dock. Apart from keeping your Dock a little cleaner, that also means your icons won't shrink smaller and smaller the more apps you minimise.
The trade-off is that you can no longer easily see just how many windows you've minimised, but accessing the minimised windows is easy enough. You can either fire up Exposé, in which minimised icons will show up as smaller windows, or you can click and hold on any icon in the Dock to bring up an application-specific Exposé, again displaying minimised windows a little bit smaller. It's not a huge change, but if you'd prefer to keep your Dock a little more streamlined, open up Dock preferences (right-click your Dock's divider and select Dock Preferences and tick the checkbox Minimize windows into application icon.