Most digital SLR cameras are much heavier, bigger and bulkier than point-and-shoots with limited functionality. However, in the recent years many manufacturers have realized that often photographers do not want to pay for extended functionality with bulk, size and weight, which is why today many of the leading companies, such as Nikon, Canon, and Olympus, sell dSLRs that are rather small in size, yet very powerful when it comes to settings, menus and options.
Obviously, the more money a dSLR camera costs, the more likely it is to have a full-size magnesium alloy body and not some cheap plastic used in simple digital point-and-shoots. If you add battery packs and grip strips that let you make pictures very comfortably no matter your position, and you will end up with a device that is rather large.
However, the size problem quickly stops being an issue for most photographers because they get to enjoy all the settings and possibilities that their camera gives them. The only real problem is when you need to travel a lot with your high-quality high-priced bulky dSLR camera. At the same time, this is the cost of versatility you get with such a camera.