I have a Griffin Air Dock
(
http://www.griffintechnology.com/products/airdock)
It came with a Composite Cable. I whittled the composite cable down to fit the iPhone headset jack, and it works fine for Audio, but I knew it would not work that way for Video.
The Composite Cable is also supposed to plug into the dock. Using it in this manner, I am basically connected through the dock connector.
Once I (finally) upgraded to 1.1.1, I tried this, and Video out did not work. (Audio is fine - I use it all the time.) The iPhone acted as if no video cable was connected.
From this I conclude that the above posts that suggest that the Apple Composite and Component cables have a special chip in them are correct.
I would be willing to bet my lunch money that 3rd party A/V cables intended for older Video iPods WILL NOT WORK on iPhone no matter which connector they plug into.
I guess I'll pick up at least a Composite Cable next time I am at the Apple Store.
BTW, aside from above, and the usual warning about accessories not made for the iPhone, the Air Dock works great with my iPhone. It is what charges my iPhone on a daily basis. On occasion, the remote will not work until I pull the iPhone out and re-dock it. The fact that the remote is RF, and not IR is pretty cool - no aiming required. I got mine on clearance at Target for less than the price Apple wants for just a cable. If you find one cheap, and need another dock/charger, it's a good deal even though it is technically not compatible.