Agree with Tan and Inshaala on pretty well all counts;

1. You can not go wrong with the 40D
2. The Sigma macro lenses ( as well as the 10-20mm) are fine lenses
3. The "zoom" macros...aren't really macros...
4. You will not be able to get the dof you currently get with your panasonic with the DSLR macro lenses...In many cases the consumer point and shoots will outperform the DSLR's in macro work....especially in terms of $ spent!

Remember that DSLR's are a money pit....you need to add lenses, filters, bag, flash, more lenses, RAW software, tripod, more lenses, possible computer upgrades to handle huge RAW files...oh, did I mention more lenses?...LOL!

It really comes down to what you plan on doing with the DSLR....What do you want to do that your Panasonic can't do?.....if you just want to do macros, it may not be the best move....if you want the ultimate in flexibility in terms of quality and artistic ability and the ability to exert maximum control over your exposures, then it is the way to go.

A final comment on lenses...buy the best quality glass you can....your DSLR will be out of date within two years, but the glass can likely be used for your next body.

In youth, we learn....with age, we understand.