This is interesting. It seems that the dock that came with the original iPhone works great with the iPhone 4. In fact, it might work better than the new model molded specifically for the iPhone 4.
Dvice found that the new dock is a bit too snug for their taste and the old dock not only supports the phone just fine, but makes one-handed grabs possible. So either go dig out your original dock or sort through ebay listings for the original 1st dock.