If you have certain System Preferences panels that you access a lot, and you're a Dock person (as opposed to a ⌘-Space and type person), here's a little timesaver: You can add any System Preferences panel directly to your Dock. You can't add it to the left side, as the individual panels aren't applications. But they are documents, so you can add them to the right side of the dock—just drag and drop from Finder.
You'll find the System-provided panels in /System/Library/PreferencePanes; third-party panels may appear in either your user's Library/PreferencePanes folder, or the top-level /Library/PreferencePanes folder. Find the one(s) you'd like in your Dock, then just drag and drop.
You can, of course, keep System Preferences itself in your Dock, and then right-click to see a list of all preference panels. For those panels you access often, though, this method is much quicker.