Well, to start off with, i (personally) wanted the same kind of focal distances that a good fixed lens camera had, a good range if you like. I therefore bought the kit package with the 18-55 lens along with the highly recommended Sigma 70-300APO. That totalled, brand new @ £520, sounds a lot, but the quality of the kit is brilliant.
So instantly i've got what a Panasonic FZ30, Fuji 9500, or Canon S3 offered me, with the option for never ending changes of lenses etc. It's not until you get your mits on a D-SLR that you begin to realise how straightforward they can be to use (although i made a concious effort to use manual exposure, helped by a great book 'Understanding Exposure').
The quality of images even in a novices hands like man are great, plus you get the fantastic depth of field (or lack of it rather) if you desire, to really make your focused subject stand out from the background. Another massive bonus i found was the optical viewfinder, it really makes you realise how poor an LCD screen of EVF is for composing (never mind manual focusing!).
Once you have the camera body, you're left to choose what road of photography you want to go down, macro, portrait, scenery, sports... and its only a lense or two away - i really love that fact.
Also image noise was a big issue for me as i tend to shoot quite a lot in low light conditions.... whether or not the newer non-slrs are changing im not sure, but up until the FZ20 they struggled even at ISO 400 or 800, where as my D50 is perfectly usable upto 1600. I also havent found that i miss the image stabilisation from them either (yet).
I'd pop to Jessops to try them out....... you mightn't even like the feel of them. Try the D50 and 350D, the 'entry' D-SLR's if you like.... the 350D is a bit smaller and some people prefer that (not me) but more expensive.
Have fun