Download TinkerTool. It lets you enabled the "Quit" menu item in the Finder menu, just like with other apps (there's also a way to do this from the command line, but I don't remember the exact command off the top of my head). When the Finder "unexpectedly" quits (or you force-quit it), OS X will automatically reload it, but when you quit with the menu item, it stays quit until you click on its Dock icon again.
I don't know how to get it out of the Dock, though.