prices are pretty much the same everywhere. I bought 2 iPods over the past year, and they were bought from BestBuy. I usually don't buy extended warranty, but since the one they offer for th iPod covers the battery replacement - along with the usual coverage - for 3 years, I figured it was wise to get it.
Beware, BestBuy's iPod accessories are overpriced - as it is with pretty much everything else at FS and BB. They sell you the big ticket item (like a camcorder) for a good price, but you'd be foolish to buy their tapes and bags if you compared prices.
The dock is really not necessary. It does not perform anything that can't already be achieved with the cable. So IMHO, no dock.
The headphones: well, you and I discussed the in-ear headphones in another thread. I don't like the standard earphones that Apple ships with the iPod. There's a lot of other models out there that will do a better job. Better spend nothing on the dock and more on headphones.
As far as the iTrip, I own 2 of them (one for each iPod / vehicle). I'm in Edmonton so we have a lot of room to spare on the FM band. It's easy to pick a frequency in the mid range, which is what Griffin recommends for optimal reception. It works quite well, and it definitely beats all the messy wires. In an urban setting, you'll run into more interference, especially at intersections.
I know people who have tried other FM transmitters and they acutally performed less well than the iTrip does.
And as a new iPod owner, make sure you checkout http://www.ipodlounge.com
It's a great site with lots of reviews for accessories, cases, and things like the iTrip.
Hope this helps! Cheers