Advantages of SLRs:
- less noise in images, where all else is equal
- faster autofocus
- more controls, especially focus ring
- clearer viewfinder, finding the bird is much easier, again where all else is equal
- faster frame rate
Disadvantages:
- cost
- size
- weight
- all the above over again when you go to buy a lens
- smaller depth of field
Many might regard the last one as a big advantage so you can have blurry backgrounds. I'm just thankful to get focused shots, so it's a disadvantage to me. Depends on your style of photography - I want good shots for id, so there isn't always time to fiddle around.
I had a Canon S3, with a 1.7x teleconverter, giving equivalent focal length over 700mm. It wasn't too bad, but I found I needed manual focus a lot, and the viewfinder wasn't clear enough for that, and the operation of manual focusing was clumsy.
Cost being a major factor, I tried a Panasonic FZ30, found it to be garbage in comparison, despite the focus ring, then settled on an Olympus E-520, and a second hand manual focus Sigma 400mm/f5.6 lens. Olympus have in-body stabilisation, so any lens will do in that regard, and the sensor to lens distance is smaller than most, so adapters are available for just about anything. If you're ok with manual focus (and aperture!), you have a wide choice of old lenses in unpopular and therefore cheap mounts.
I also fitted an AF confirmation chip to the lens, and a 1.36x viewfinder magnifier to the camera. Those, plus a lot of practice, allow me to get focused shots on stationary or slow moving birds. Total cost was about $600, similar to upgrading the S3 to the next model, and that wasn't so great focusing on moving birds anyway, so overall I'm much better off.
People generally quote noise as the main advantage of SLRs. It is better, but it's often forgotten that smaller cameras often have quite fast lenses in comparison to any SLR lens they can afford. My S3 was giving me an effective 732mm at f3.5. Still not as good as my 400mm f5.6 (800mm equivalent on an Olympus), but the extra speed lets you drop the ISO a little, so the noise advantage isn't as great as it would otherwise be.
My take on SLRs is that they kill smaller cameras in marginal conditions (low light, manual focusing through vegetation), if the lens is up to it, but otherwise I wouldn't have bothered with one. It depends on what you want out of your photographs, and what you're prepared to pay for and lug around. For certain levels of perfection, you have no choice. If you're prepared to trade sharpness and versatility for cost and portability, compact cameras can do a good job.
I'd like to have a try of the new Canon SX30IS. 840mm at f5.8 sounds quite useful. I found with the S3 that putting the teleconverter on made a world of difference. Noise isn't as noticeable when you don't have to crop so hard, and no speed is lost with end of lens teleconverters. I don't know if you can put one on the SX30IS, but a 1.4x could really give it a lot of reach.
Regarding the Samsung, at least it takes Pentax lenses, but have you checked what's available for it? And don't forget it has no in body stabilisation, so if you get a lens without IS you're at a big disadvantage when hand holdng, which for most people is a lot, if not all, the time. Think carefully before cutting yourself off from the Canon and Nikon range of lenses. I regard my choice of Olympus as an immediate means to an end. Not many affordable long lenses are available for them that are suitable for bird photography, that might change, or it might not.
Only 6MP on that Samsung model, too. And I regard the fact that there's still no review of it on dpreview after 4 years as a bad sign.