Having just gone through this set up a few weeks ago... the biggest thing is understanding Voice, Tune, Group, Ext. Trig, & Drum Kit. getting a good understand of that will help you tweak your kit. If I remember, I had some crosstalk issues at first, but that's simple to solve. I had trouble with my hi-hat, but that was soon enough solved (thanks Phil!).
I didn't use the jamdock. But did buy a 2-channel mixer. I plan to return the mixer, 'cause the ipod just never sounded good through it. Jamdock would be my next purchase, if I wasn't going to return the DM5 (that's a whole other story.)
Your'e at the right place. Lot's of helpful people in this forum.