We've featured more DIY iPhone and iPod docks than you can shake a stick at, but if you prefer the stability and functionality of the official Apple dock, it will work with any model in a slightly disassembled-and-modded state.
If you bought a new iPhone 4 and don't want to shell out money for a new charger stand, I'd like to point out that the old stand can be easily modified:
First of all, pull the rubber bottom off of the stand. Next, the top of the white shell pops off with a flathead screwdriver. Four plastic clasps - one on each side and two on the back.
Once you have the top off, you can insert the stand's circuitry into a custom shell, or simply do it the quick and dirty way as I did: There is a weight in the middle of the stand with adhesive tape. You can attach a back support to the phone there, using additional glue to reinforce the plastic. This back will help cradle the phone.
It's quite a bit simpler than a lot of other DIY docks, but it's also much easier to throw together — and sturdy to boot.