Docking stations are a single-click way of adding many ports at once. They are typically heavy immobile blocks which get set on one's desk so the laptop can be "docked" into a setup with external keyboard/mouse/screen. It's a good thing if your laptop is primarily "mobile" so you can carry it from home to work and vice versa.
On the other hand, integrated ports are more useful if you are needing to interface with external devices in a variety of locations.
IMHO, on the Surface they did pretty well. There is a USB3 port, and a monitor port, on the laptop itself (according to their specs sheet), and those are the two ports you are most likely to need in the mobile scenario. Other ports, and duplicates of those ports, are in the docking station so you can one-click into your "main" working environment.
One thing that has always bugged me about Apple is its disdain for the docking situation. Thunderbolt could get us there, albeit with great expense. Some third-parties have put together "docking strips" with all the "male" ends of the plugs inserting at once. But otherwise, we have the situation I live with which is that every day when I get into work I have five things to plug in (power, ethernet, monitor, USB hub, headphones) and when I leave I have five things to unplug. Back in 1998 my Dell laptop was easier to deal with between home and work (other than the fact that putting a Windows laptop to sleep was a Really Bad Idea back then, so after inserting in the docking pad I'd have to boot the computer up).
