Well, Digital SLRs are definitely the way to go, not just for the ability to change lenses, but to eliminate the 1-3 second delay between the time you press the shutter and the picture is taken- that happens with ALL non-SLR models, even the expensive compact cameras costing $1000 (more than entry-level DSLRs).
As to which model is best, that really depends upon your price range and intended usage. For example, the Nikon D200 is probably the best all-around digital SLR available, but it costs $2000. If money is no object, there you are.
If you're looking for something in the $600-700 price range, the best deal is probably the Nikon D50 (lowest priced DSLR) or Canon Digital Rebel XT (8MP instead of 6). These cameras have comparable image quality to models costing hundreds more, but simply lack a few features that pros use more frequently. Other times the difference between models isn't really in the features, but the difference in durability/construction between consumer & pro designs.
Checking out dpreview.com, you can find and compare almost every camera on the market.