Does such a thing exist? I would love to buy a Nikon d40 (or newer model), but that's at least $500. I realize cameras are costly, but my understanding is that you have to then buy a whole bunch of accessories (specifically lenses), and I just can't responsibly buy all that now. I am a student with a budget, and it all gets expensive. So I'm hoping you all can help point me in the right direction, at least. $500 is about my maximum budget for the whole set (camera plus any other accessories).
Let me explain a little about my photography goals. I've had a point and shoot camera for years, but I feel like I'm at the point where I would like a little more control over my photos than whether or not to use the flash and how far I zoom in. I would like to be a little more serious about photography (as far as hobbies go). I'm especially interested in playing with depth of field, in addition to being able to take better pictures in low lighting/at night and at sporting events. I would also like whatever camera I end up with to be able to shoot in RAW, as I am interested in playing around with HDR shots a little. And, I won't lie, it would be nice to be able to take the awesome Disney shots you all have
Now, I also know that how well one's shots turn out depends greatly on how well they understand their camera. The camera I currently have, though, gives me no control over aperture, shutter speed or ISO, so there's very limited opportunities for me to grow as a photographer. I need something a little more manual. I'm planning on getting a few photography books so that I understand how my new camera works, whatever it may be. I know Understanding Exposure and the National Geographic Field Guide are well-liked around here; the former I've found at my library, and I think I might buy the second.
Is a DSLR the only type of camera that will allow me to take the kind of shots I'm interested in? Is there something inbetween a point and shoot camera and a DSLR? Something that gives me more control over my shots, without breaking the bank?
Let me explain a little about my photography goals. I've had a point and shoot camera for years, but I feel like I'm at the point where I would like a little more control over my photos than whether or not to use the flash and how far I zoom in. I would like to be a little more serious about photography (as far as hobbies go). I'm especially interested in playing with depth of field, in addition to being able to take better pictures in low lighting/at night and at sporting events. I would also like whatever camera I end up with to be able to shoot in RAW, as I am interested in playing around with HDR shots a little. And, I won't lie, it would be nice to be able to take the awesome Disney shots you all have

Now, I also know that how well one's shots turn out depends greatly on how well they understand their camera. The camera I currently have, though, gives me no control over aperture, shutter speed or ISO, so there's very limited opportunities for me to grow as a photographer. I need something a little more manual. I'm planning on getting a few photography books so that I understand how my new camera works, whatever it may be. I know Understanding Exposure and the National Geographic Field Guide are well-liked around here; the former I've found at my library, and I think I might buy the second.
Is a DSLR the only type of camera that will allow me to take the kind of shots I'm interested in? Is there something inbetween a point and shoot camera and a DSLR? Something that gives me more control over my shots, without breaking the bank?