This is my first post in this forum, and I am enjoying very much all the nice tips; I am also a newbie on DSLR, just purchased a Sony Alpha 200 a few weeks ago and I love it.
Sometimes I also get a bit disappointed that my pics don't look that much better than my old P&S (and sometimes worst!) but on the other side I've seen an increase on the "wow, cool pic" type of comments from my friends in Flickr so maybe there's an improvement going on, just not as fast as I'd like
At those times one thing I always repeat to myself is that, above all, I cannot let this learning period remove the _fun_ of taking pics, I don't want this thing to become one more technical hobby. Another thing I am avoiding is to get on a shopping frenzy; I won't buy more and more lenses while I have so much to learn in the artistic side, the only gear I have to improve at the moment is my own photographer's eye!
It's easy to get overwhelmed with so much new information, both on the technical side as well as the artistic side, so my plan for the moment (following a brilliant blog post from Nicole in this website) is to stick a bit longer to Auto and P modes and spend more time thinking about composition, getting a clear subject, with no distractions, make my pics more compelling and tell a story, have some emotion to it. Get out of the "catch all" mentality of the P&S and get one clear, well photographed subject in the frame. On the technical side the only thing I'm experimenting a lot at the moment is DoF, since it makes such a big difference on the overall result. I'm still getting lots of pictures with exposure problems when mess too much with the aperture, but I'll get there!
This site and forums are absolute gold for beginners.