I’m a big fan of the Surface Pro 3 Docking Station, but the Surface Pro 4 is a little thinner. You can use the Surface Pro 4 in the older style docking station but it’s not an exact fit. There’s an adapter available for free. Get it at the Microsoft Store (call ahead to make sure that they have stock), or order it through Send my Surface in for Service
The new style Surface Dock is a completely different approach. Much more portable and it works with Surface Pro 3, Surface Pro 4 and Surface Book.