I have a third party grip for my *istDS, and since *istDS doesn't have connection to battery grip, this third party grip connects to the body by using the cable release plug. The side door where the plug is, is covered as part of the grip so it's safe and actually quite cool. (Note that this grip is not a battery grip, it holds no extra batteries, but it gives you portrait-mode shutter button and vertical grip)
I thought that similar grip could be made for Pentax K-x, but then I found out K-x has no cable release plug! Bummer!