The "Windows->Hide Docks" menu option is the one you want. Make sure it is not selected when you exit gimp and the dialogs will reappear when you reopen it.
Unfortunately this breaks my dwm tiling/floating rules for gimp (everything should float but the main window which is tiled)
Code:
/* class instance title tags mask isfloating monitor */
{ "Gimp", NULL, NULL, 0, True, -1 },
{ "Gimp", NULL, "GNU Image Manipulation Program", 0, False, -1 },
Leaving the hide option turned on and everything works nicely (though I do have to open the dialogs I need manually on start-up)
I think the problem is that gimp initially opens all its windows using the same WM_NAME property on startup and then changes them after it assigns them to a specific job, which means the window manager can't correctly apply it's rules when it initially places the window. When you open a dialog manually it doesn't seem to do this and the dwm rules work.
There's always single-window mode I suppose, but I'm not sure I like that.
edit: Actually, thanks for prompting me to take another look at this. I believe I've just knocked together a patch for dwm that will make it work properly.