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DSLR cons: size, weight, cost, dust sensitivity, no electronic swivel
viewfinder (how does that affect macro?), no movies.

Pros: image quality, low-light operation, DoF preview, can keep lenses
when changing body.

The capabilities are largely determined by the depth of your pocket and
the lenses you buy.  Something like a DSLR of the S2 IS costs 4 times as
much and is a lot heavier.

Your money, your needs, your choice.

BTW: the Nikon 8400 has fast focussing - try it out!

David

This link helped me:
http://www.kenrockwell.com/tech/2dig.htm

Still, any extra insights into P&S features I'd lose, such as Macro, would
be interesting to me.

C

If you are happy with your "zlr" there is no reason to get rid of it. I use
both kinds of cameras, "zlr" and dSLR, Sony 828 and Nikon D70.
They are very different animals entirely. Apart from no movie mode:
A dSLR is bigger, heavier (well, the 828 is a hog butt of a camera), more
expensive, more prone to dust problems.
If you do not understand why you would want to interchange lenses then you
may have no need to do so.
Most non dSLRs have electronic viewfinders which can be slow, difficult to
use in sunlight and to track moving objects. The dSLR is true wysiwyg and
handles like a film camera. Depending on the way you shoot this may or may
not make much difference.
While in general dSLRs handle faster this is really an individual judgment.
The larger image sensor of the dSLR generally, but not overwhelmingly, has
less noise at high isos.
The larger image sensor of the dSLR requires longer focal length lenses:
this allows for smaller apertures without worrying about diffraction and
makes use of selective focus at larger apertures more practical.
If you are willing to spend the money and can appreciate them the optical
quality of many lenses available for interchangeable lens cameras is
superior to what is permanently mated to a "zlr." However the quality of
many ZLR lenses is excellent and as good as most users will ever appreciate.
Finally, and to me this has become the reason I mostly use my D70 for nearly
everything, most dSLRs have more sophisticated menu options, particularly
allowing use of RAW formats with AdobeRGB color space. If you understand
what that means and have used a D70 in this fashion it is difficult to go
back to using anything else short of scanned film.