buy DockAwake from the market (only $0.99) it lets you customize setting such as screen timeout and bluetooth while the phone is docked. Works great and you dont have to remember to activate it all the time.
Just purchased this and will be trying it out today. Looks like this is going to come in very useful. I like how it has the option to switch calls to speakerphone automatically too since the phone is docked at a perfect place where I can leave it in the dock when making or receiving calls.