I did try to take some photos with a dslr and the results were tremendous, amazing stuff that I was never able to get via point-and-shoot. Are you suggesting that despite what you purchased, you find no difference at all? none?
What P&S were you using? Maybe it was an inferior P&S and therefore the DSLR looked tremendous by comparison.
I tried the Nikon D5000 (with a speedlight) and the Canon T1i and they were terrible. From memory here is a truncated list of their deficiencies.
1) Liveview only works in certain settings, not all.
2) Terrible close-ups. So I was advised to buy a special "macro" lense for several hundred dollars.
3) Terrible flash on close-ups. So, I was advised to buy a special "macro" flash.
4) In a dimly lit living room, the pics came out very bland, colours were pastel. Focussing also a problem. The aperature on the 18-55 lense only opens to f3.5 and not f2.8. So, I was advised to spend more money to buy a special f1.8 lense.
5) To get a zoom greater than 3x optical, I would have to spend more money to buy another lense.
Long story short, I probably could get a slightly better pic with a DSLR if I spend thousands of dollars on lenses and external flashes, lug all that shit around and be prepared to keep switching lenses and flashes (pain in the neck).
The DSLR's were faster on shot to shot lags and could shoot a 1,000 frames a second but those features aren't important to me. Their HD videos are probably better but again not important to me.