Hide dashboard from non-admin users

As far as ease of use, especially for WordPress Admins not too firm in PHP, I second brasoflo’s plugin recommendation (Adminimize).

For the sake of completeness, this is how it’d be done programmatically:

/* Remove the "Dashboard" from the admin menu for non-admin users */
function wpse52752_remove_dashboard () {
    global $current_user, $menu, $submenu;
    get_currentuserinfo();

    if( ! in_array( 'administrator', $current_user->roles ) ) {
        reset( $menu );
        $page = key( $menu );
        while( ( __( 'Dashboard' ) != $menu[$page][0] ) && next( $menu ) ) {
            $page = key( $menu );
        }
        if( __( 'Dashboard' ) == $menu[$page][0] ) {
            unset( $menu[$page] );
        }
        reset($menu);
        $page = key($menu);
        while ( ! $current_user->has_cap( $menu[$page][1] ) && next( $menu ) ) {
            $page = key( $menu );
        }
        if ( preg_match( '#wp-admin/?(index.php)?$#', $_SERVER['REQUEST_URI'] ) &&
            ( 'index.php' != $menu[$page][2] ) ) {
                wp_redirect( get_option( 'siteurl' ) . '/wp-admin/edit.php');
        }
    }
}
add_action('admin_menu', 'wpse52752_remove_dashboard');