I've been pondering a docking station minus sled, as well. I haven't started to build anything yet, but the best solution I've been able to think of for the connections is to drill holes into a block of wood that are just slightly larger in diameter than the rca plugs. The plugs can sit in the hole, and, since it's a slightly loose fit, have a bit of wiggle room.

The other thing I was thinking of doing was getting some sort of smooth laminate to line the inside of the docking surface so that it's not sliding in on wood.

A