So, also thanks to your recommendations - precious as usual - I finally bought my first reflex: a Canon EOS 7D + 24-70 F/2.8L.

I am having a lot of fun experimenting.
So, here's a DOF basic experiment with my chessboard:
A
B

It may be quite obvious to the more experts here, but I am just happy that I can finally narrow DOF so much and start making some more interesting picture than before.
And, I am just amazed by the level of detail I could get. Just look at the full size versions, and you'll see dust grains on the black pieces. I guess this is due to an amazing lens!