Finally, “Cameralabs”:http://www.cameralabs.com/reviews/FujifilmS9500/page4.shtml has a good side by side comparison of high end superzooms S9500 and DMC-FZ30 vs the Canon Digital Rebel XT with its kit 18-55mm EF-S lense.
While not exactly far, it gives you a sense for whether or not to buy a low end dSLR with a cheap lense or a high end superzoom.
The results are that with a medium lenses at 100 ISO, the quality of these 8-9 megapixel cameras is about the same with both photos and in comparing lab resolutsion (S9500 1800lph, DMC-FZ30 1700 lpph, Digital Rebel XT 1750 lpph, Sony DSC-R1 1900 lpph).
However, because the sensors are much smaller with these superzooms, Canon Digital Rebel XT at 400 ISO has very little noise while the others are 200 ISO