"Classic" D-SLRs require rather big sensors in order to be more or less "compatible" to existing system lenses designed for the 35mm film format. The size of the sensor is a major reason for the price differences between D-SLRs and the rest of the gang. The bigger the sensor the fewer sensor fit on a chip wafer - e.g. a single EOS 1Ds sensor requires the same space on a wafer like ~16 (!) 2/3" sensors used e.g. in an Minolta A200! Even worse the yield rate decreases because defective regions on the wafer affect a higher percentage of the sensor production.

The sensor costs were on of the reason why Olympus introduced the new 4/3 D-SLR format (about 1/4th of the full 35mm format).

Below you can find two different images that illustrate the difference between the sensors - also related to the classic 35mm film format. Observe the difference between the 2/3" sensors (up to 12 megapixels by now) and the full format (up to 20 megapixels).

The following illustration shows the "cropping" compared to full format (35mm film):

The 2/3" format isn't even the smallest image sensor around - in fact it's a rare species. True P&S cameras usually use 1/1.8" or even 1/2.7" sensors - see below for a comparison.

Now let's do a little thought experiment ... the Fuji F30 features a 1/1.8" sensor with 6 MP. If we translate this to a theoretical full frame sensor of the same pixel density we would get something like 135 MP ...  8-)
Beyond that you may imagine how much advanced the lens design needs to be in order to be able to exploit the potential of such a sensor ...