Since I got the iPad dock keyboard I've been using it also with my old iPhone 3GS and finding it extremely useful as a means of quick text entry to the phone. Unfortunately, it doesn't fit the iPhone 4 and, I have to say, it is quite heavy and very awkward to pack because of the fixed stand for the mobile device.
So I've reverted to using the Apple Bluetooth keyboard with the iPhone 4 and have to say that it is a perfect combination. Using my Piel Frama iMagnum case as a stand, I can place the iPhone in front of the keyboard and type very comfortably.
The keyboard is also very light and, of course, is flat and easily packed in a bag.
There is just one snag: if you leave Bluetooth connected and the keyboard switched on there is the danger of inadvertent key presses which can do strange things to the phone (such as initiate phone calls). Also, if the keyboard is connected and in the bag, the virtual keyboard doesn't work if you pull out the phone to make a quick note.
All this is easily addressed by switching off Bluetooth on the phone. It's a bit of a fiddle, but it's a wise move in any case to avoid unnecessary battery drain. You can also switch off the keyboard, but I think it is better all round to switch off Bluetooth on the phone (unless you need it for something else, such as a headset, of course).
So the Apple Bluetooth keyboard is an essential accessory for the iPhone 4 in my view. Nonetheless, I await developments in third-party keyboards. We haven't seen much yet, but I have no doubt there is a crop on the way.