Most laptops I've worked with are fine docking/undocking while booted up.
My wife's Inspiron 600m is the laptop I've ever had troubles with. If it's booted up it will hang the OS if you dock/undock it. It's running Windows XP Home FWIW. I think it has something to do with some of the PDA applications she has running.
I think it's more of a function of the device/drivers that you have loaded on the machine more than it is the laptop itself that causes the instability.