Re: I'm curious
"They talk about using this capsule for trips to Mars - presumaby it will be attached to a larger craft for them to live in during the voyage?"
Correct: http://en.wikipedia.org/wiki/Deep_Space_Habitat
"In fact, why take the Orion capsule to Mars? Would it be too complicated to leave a simple landing capsule parked in Earth orbit and dock and transfer to it on return?"
One factor is the complication of a rendezvous in space. All operations in the mission will need to consider that final, critical rendezvous to get the astronauts home, as opposed to always having the capsule along for the ride. There's also the matter that leaving your escape- and re-entry vessel somewhere other than that place on the map marked "you are here" increases risk. Having the Orion capsule along for the entire ride opens up options in most emergency situations (see: Apollo 13 and its handy LEM). When going to a destination where more than 50% of missions meet the Great Galactic Ghoul, emergency options are important.
"Or would approach velocity be too much to allow for docking?"
That's an issue in some scenarios, too. If the Mars missions make the Deep Space Hab expendable (due to design or emergency) then, contrary to the Dark Helmet Lesson, you don't need to slow down first. Having the capsule along for the ride means you can head straight for the high-G aerobraking without any froo-froo parking in LaGrange orbits, perigee braking burns to match the capsule's velocity, preliminary aerobraking maneuvers, and so on.
In short, leaving the capsule along would save fuel at the expense of additional headaches and ulcers for many other parts of a Mars mission.