I just started using pgAdmin3. I do not like having to have a new window when I want to run ad hoc SQL queries. Is there a way to do dock it within the top level app and actually show in the main space (to the right of the connection hierarchy view on the left)?
There is no way to do that. The only panes available in the main window are listed in the menu under View:
You can ...
... select a passage in the query tool, then hit F5 to execute just the selection. This way you can have various queries on a page for ad-hoc calls.
Copy SQL from the main window to query tool automatically with this option.