How can I run a shell command at login time without showing a Dock entry?
If that's really a command, not app, then you do this by deploying launchd, Apple's standard daemon/agent manager.
Creating plist files by hand is error-prone, I suggest you to use Lingon.app
It used to be free, now it isn't anymore, but instead available on AppStore (if you're using the latest OS X 10.6.6).