My Nikon D5000 came with an 18-55 and a 55-200mm lenses. I usually use the 18-55 almost all the time. My progression was like yours, Mike: point-and-shoot, get as far as I can with it, and then it's time to step up to a DSLR. Nikon does 5-step brackets? Cool- I'll have to figure out how to do that. I've learned how to do 3.
Sapphire-Light: welcome to the wonderful world of photography! The above advice is spot-on. Definitely go play with the cameras, see which ones you like.