Case
The dbrand Killswitch is the best case we have ever used for any device. In our personal experience, this case makes it way more comfortable to hold for long gaming sessions. You also get to pick a skin to go on your Steam Deck as well!
Another cheaper alternative is the JSAUX ModCase , which is $30 compared to the $60 base cost for the Killswitch. Either is a good option, but we prefer the dbrand case.
Screen Protector
We would recommend the Spigen GlasTR EZ Fit , due to convenience and the reputation of the Spigen brand. We use their screen protectors for most our devices, and they have the best alignment tool on the market, which is great for us who have shaky hands.
Docking Station
It's going to sound basic but the Steam Deck Docking Station is the dock that we recommend. It comes straight from Valve and does everything you need.
We know that it is expensive comparatively to some budget ones, so if you want an alternative for a cheaper price, we would recommend the JSAUX Dock which is typically $40 rather than the $80 cost of the official one.