There are a few 3rd party "docks" available for MacBook Pros; whereby you slide your MBP down into the dock and it connects all the ports of the MBP to the docking station - which you have your monitor, keyboard, etc. already plugged in to. Henge Dock is one, but there are others.
With Thunderbolt, it's almost unnecessary though. You get an Apple Thunderbolt Display, with USB ports in it. So essentially you just plug your MB into the Thunderbolt port on the display and you're completely connected to almost anything you need.
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