Dorgan easily won reelection this year because the GOP was unable to recruit a top-tier challenger. They had hoped to get a former Gov, by the name of something like Schaefer, but he opted not to run. Maybe he'll change his mind and take on Conrad (who is more insufferable than Dorgan IMO)whenever he's up in 2 or 4 years.
Nelson of Nebraska wound up winning a close race in 2000 in a very Republican state as you mentioned. However, he has proven himself to be conservative on many issues and has broken with the Dems on several Senate votes. I don't know if he has done so on judicial nominees, but if he has then picking him off won't make much of a difference so long as the GOP maintains a majority. It'd be sort of like taking Zell Miller's seat; great to keep GOP majority status, but not too meaningful in breaking Dem filibusters.