How big is this dock going to be? If it's 12" or so, you might be able to laminate thing strips as BMitch says. If it's going to be less than that, the curves will probably be too extreme.
One alternative is to glue flat stock (say 1x6x12) together until you make a block, then cut the shape that you want out of that block using a bandsaw. This should actually give you structure as well as appearance. You will, however, see grain pattern changes between the layers.
If you go this route, I'd recommend either red oak or maple: they're both commonly available at big-box shops, and are relatively inexpensive. Maple may give you less disruptive grain transitions between the layers, but its face grain is rather boring. Oak has a more pronounced face grain, but also more open end grain; you will definitely see the transitions.
Another alternative is veneer, which is a thin sheet of wood created by "peeling" the log. I don't know that you'll find this at a big-box store; you will probably have to go to a woodworker's specialty store like Woodcraft. The link that I posted shows prices for relatively large quantities, because most people buy it for a piece of furniture; if you click on a particular wood you can find smaller-sized pieces (and varying thicknesses, which I would not call "veneer").
If you go the veneer route, I'd still start with a glued-up block cut on a bandsaw. However, you can use plywood or softwood, since nobody's going to see it.
Another caveat with veneer is that it's really only applicable for a two-dimensional bend. The solid block, however, can be cut with compound curves.