I would prefer it integrated or at least docked as the replier suggested. I generally detached inspector windows. It is just a burden to me with no upside. Have something that is attached to the window that can pop in and out.
Look at these pics to see how iTerm does it's shortcut bar thing (this is just an example that is readily available to me right now.
http://skitch.com/indygreg/u8cp/console (not popped out)
http://skitch.com/indygreg/u8cu/console (popped out)
If you want to leave it popped out, it stays out. You can make it go away when you want.
People must like detached inspector windows, as other programs have them as well. I just cannot see where it is an advantage.