Hide Adium (or any other app's) icon in the dock
I achieved this with a simple Terminal command:

defaults write /Applications/Adium.app/Contents/Info.plist LSUIElement true

Per defaults(1), "Defaults allows users to read, write, and delete Mac OS X user defaults from a command-line shell." So this is actually doing the same thing as the other answers here, but without manually editing the plist file, which makes it much safer, not to mention easier (and scriptable).