I think they'd look great if they did:
handheld alone for $199 (for the handheld audience, prices it below 3DS when it launched)
handheld+dock for $249 (for the console audience, prices it below the Wii U AND below the PS4/Xbone currently)
handheld+dock+pro controller+zelda+other goodies (Zelda VC games, special gold console, whatever extra cool shit) for $299 or maybe $349. basically for the hardcores who want to give Nintendo money.
Nintendo being Nintendo, though, I expect to be stubborn and refuse to sell it without the dock. Even though you can get the full experience just with the handheld, or just with the tv...