For $500 or under for the body, new, you're looking at the Canon Digital Rebels (350D - 400D), Nikon D40 or D40x, or Olympus E410, E510 type range. There are of course some Pentax offerings and whatnot as well, but if you're after housings usually people go Canon or Nikon, with a smattering of ostracized Olympus users (kidding - I only say that because I went with an Oly e330 a bit ago as my first dSLR). Along with your interest for a somewhat 'budget' body I'm assuming you'd also want to go with a less expensive housing, which means usually Fantasea, Ikelite, or the original manufacturer's in the case of Olympus (I don't think Nikon or Canon offer DSLR housings themselves). I honestly don't know much about Sony but do believe Ike houses at least the A100.
I really couldn't comment on which of those are 'better'. That almost gets into religion sometimes.
I just wanted to reply since you're obviously a first time poster so you didn't go by too long without at least getting someone saying "hi".
My suggestion for starting research though: use a good retail outlet like B&H Photo (www.bhphoto.com) and sort cameras by price, to get a list of what is in your range, then read thru reviews at a site like www.dpreview.com to get a feel for how they rate them (they're a fairly conservative "pro minded" review site, writing solely from the above-water perspective (typical photographer), so for example they didn't like some of the features of the E330 much but I was able to figure out what they didn't like didn't really apply to me as it compared to much more expensive cameras and the like, or as I was coming from a Point and Shoot I wouldn't know the difference, etc).
If I were to proselytize Olympus since that's all I do have experience with (my E330 and played with my dad's E500 quite a bit before I bought), I'd probably point you to a thread in the DSLR subforum that reviews the E410 by Phil Rudin (tropical1)...sorry I'm not linking to it directly, might do so in an edit later. It's a small, light, entry level DSLR that gets pretty good reviews at places like dp and that Phil makes a stellar case for as an entry-level underwater unit on merits of performance for the price and for the bulk. He likes the Oly housings as well. (Although I love my E330, I can't question those with true experience saying the E410 is a better choice today. Well, I can try, I just can't win....so I don't want you to mistake my own enthusiasm for my own first DSLR toy for an educated recommendation.
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Bottom line if you're going dSLR I don't think you'll have a problem with a camera that works as well "out of the water as in", especially at that price range. If you've already shot underwater with a PnS you have some ideas of what specific features are helpful for underwater use (access to white balance, ability to save RAW format, lower-light focusing, whether you have to hit two controls at once for some settings which can be hard in a housing). More likely anything you get will be fine out of the water...today's cheap dSLRs are way better than a lot of yesterday's pro units.
What you'll be sacrificing at that price range is more megapixels (you'll probably find everything in the 8 - 10 MP type range, as good as or better than most point-n-shoots, but not hugely higher), faster shooting (not that important when underwater strobe recharging becomes the driving delay factor), hugely longer battery life with the big "pro" level camera grips, and perhaps color bit level...but the higher end camera bodies seem to go up in price, quick!
Speaking of price, with dSLR's the lenses are what really limits the potential image quality above water, assuming proper lens choices then lighting is the most limiting factor as I understand it below, so don't expect that the $500 is "it" by any means. Expect you'll want to spend at least another $400 for at least one reasonably good lens, and then the housing costs will be $1000 - $1600 ballpark (housing plus one lens port, again assuming something like Ike or Fantasea), and then possibly on the order of $400-600 per strobe and arm (or more). I myself haven't gotten beyond a cheapie used old strobe on my digicam yet...still been at the lens acquisition stage.
Welcome to the asylum. 