You can create docker images several ways.
I tend to have two windows open when I create a new docker image. One for my docker run -i -t centos bash, where I am writing all my commands to get it the way I want, and the other one with the Dockerfile, so I can put in whatever I do. When it comes to config files, I am putting them in the files/folders that matches the one on the image.
Example, if I change /etc/something/file.conf, I will create the file in etc/something/file.conf in the same directory as my Dockerfile, and then use Dockers ADD command to add it whenever I do a build.
This works perfectly, since I can have all this in a git repository with a README.md containing the info I need for running/building the image.
The other thing you can do is to is to run docker ps -a after you are done with the changes you wanted to create an image on, and get the docker ID of the image of the container you just configured. You can tag this new image, or start it with docker run abc0123 bash just like you would a normal docker image.
The problem with this is that you wont be able to easily build it next time without bringing the whole image.
Dockerfiles with ADD is the way to go!
Dockerfileis like a script or a recipe, which instructs docker how to build the image from "sources". And it can easily be verified and modified by people, so that's why they are popular. Dockerfiles (stored in github or bitbucket) are required for the trusted builds.