yup, you'll need a lens to take photos with a DSLR
The easiest way to work out if you like the Canon cameras is to go into a shop and try them out. I'm also a girl with smallish hands, and own both the 400D and the 40D. They are both excellent, but the 40d feels better to me, despite being larger and heavier.
However, it depends how much you really want a DSLR. DSLRs (while they can be used in auto settings) require a greater basic knowledge of photography to get the most out of them, and while you can learn to use them as you go, you might find it more worth your while (and pennies) to get a bridge camera or advanced point and shoot as Gill says. Once you learn the basics on that sort of camera you can decide if it's worth upgrading to a full-on SLR.
zan