Sony makes both the 6mp and 10mp sensors found in most Nikons and Pentaxes, including the Pentax K100D and the Sony A100. From what I've seen, they managed to squeeze in the extra megapixels without causing a significant change in image noise. There is a limit, of course; a quick glance at the Nikon D2X, which has the APS-sized sensor but this one is CMOS and 12mp, indicates that it suffers from higher noise levels (but great resolution), but that's a somewhat older camera now.
Aaaaaaaaaaaaaaaaaaaaanyway.
The reason I said that the lens is most important with a DSLR is because they are
all capable of producing extremely high-quality images, and most either have the same sensor or a very comparable one. In a PnS, sensor sizes vary more widely so it's an important thing to keep an eye on.
The K100D is definitely, IMHO, the best "bang for the buck" out there. Like Anewman says, you can get a $150 rebate if you buy the K100D plus the pretty good Pentax 50-200mm lens, total investment of about $600. Feature-wise, the Sony sits somewhere between the K100D and the K10D - but the K10D is more expensive than the A100 (around $900 w/lens.) Generally the single "key" feature that the K100D is weak on is the size of the buffer, it can only do five photos in a row when continuous shooting. In pretty much every other category, it matches or beats the entry-level Nikons and Canons, neither of which offer in-body IS.
To sum up... let's say that your budget is around $700... your choices are:
Pentax K100D, 18-55mm lens, 50-200mm lens, both stabilized (as will be any lens you'll ever attach), $100 left over
Nikon D40, 18-55mm, 55-200mm, $20 over budget
Canon Rebel XT, 18-55mm lens, $100 left over
Olympus E500, 14-45mm, 40-150mm, $80 left over (the smaller sensor means that the "real world" zoom distance is pretty similar)
The 10mp D40x and Rebel XTi are both over $700 each with kit lens. A D50 would be preferable to a D40 but you might not be able to find one any more?