If there there are panes that you find yourself using often in the System Preferences it may be quicker to just add those particular panes to your dock. That way you can get to them in a single click. To add a System Preferences pane to your dock open up the Finder, find the preference file and drag it to your dock. You'll only be able to drag it to the right side section of the dock (or the bottom if you use a vertical dock).

The preference panel file will vary depending on the type of panel. For the core system preferences you will find the panels in /System/Library/PreferencePanes. Navigate to that directory and then drag any of the .prefPane files to your Dock. If you want to create a shortcut to a preference panel that is shown in the Other section of the System Preferences, you'll find those in /Library/PreferencePanes.