I'm pretty sure almost everyone has tried the trick of putting an alias of your hard drive(s) in the dock. However, this thread on the MacFixIt boards has a great tip from 'johnq' for putting one icon with all your drives (including removables) into just one dock icon. The process basically involves creating a symbolic link (from the terminal) to your /Volumes folder, and then making an alias of that symbolic link so that you can use a customized icon in the dock.
Head on over to MacFixIt and read all about it! Quite cool...
Mac OS X Hints
http://hints.macworld.com/article.php?story=20010515125736202