One handy OS X feature is the ability to drag a URL from a Web browser directly to the right hand side of the Dock, creating something called a web location file, or webloc for short. You can do this from Safari, Camino, and OmniWeb; it doesn’t work in Firefox (though the following hint will work in Firefox).
This is a great timesaver for at least a few URLs you access often and repeatedly; by keeping them in the dock, you can make it simple to reach them from any application. You don’t want to go crazy with this method, of course, as each added icon may shrink the size of the Dock, making it tougher to find both applications and documents you wish to open.
The other problem wish this method is obvious with a casual glance at the Dock:

You can see icons for four docked URLs, but exactly what sites are they for? The only way to tell is to slide the mouse over each icon, which will show the site’s name just above the Dock. Not ideal. So here’s a workaround that will show you exactly where each docked URL will take you. This method also works with Firefox (and probably any other browser that won’t let you drag directly to the Dock).
Start by creating a new folder in your user’s Documents folders, or wherever you wish—it’s actually easiest to leave it on your Desktop, but many folks don’t like a cluttered desktop. Call it Docked URLs, or some other similarly meaningful name. When you want to create a docked URL, drag the URL from your browser’s URL bar into the Docked URLs folder, instead of directly to the Dock. This will still create a web location file, but it will have a document icon, not the “@ spring” icon you get in the Dock.
In the Finder, open the Docked URLs folder, and click once on the URL you created, then hit Command-I (File: Get Info). At the top left of the Get Info window, click once on the “@ HTTP” icon, then hit Command-V (Edit: Paste). You should now see your custom graphic in the small square; OS X will automatically scale it as required. Close the Get Info window, and move your newly-customized URL into the right side of the Dock. Repeat this process for other URLs you wish to show in the Dock, and you’ll find that you can now identify your docked URLs with a glance:

The only downside to this method is that it takes a bit longer to do, and that you’ll need an extra folder to store the docked URLs. (When you drag directly to the Dock, the URLs are stored in the Dock’s preferences.) But I think the extra hassle is worth the easier-to-use resulting URL file.