Best DSP to start with, IMHO: Analog Devices ADSP2181
Lots of RAM inside (both program & data), easy instruction set, very good docs. and a cheap but full featured evaluation kit (EZ-Kit lite)

http://products.analog.com/products/...=ADSP-2181

Another good info source to ask for advice is the newsgroup comp.dsp
and of course, the DSP FAQ, which answers questions such 'What is the difference between a DSP and a microprocessor?'
http://www.bdti.com/faq/dsp_faq.htm

You can do off-line DSP (= not real time) on any microcontroller, that is, first perform data acquisition, then process it and after that let the results go out. DSPs are usually intended for real-time data processing with low delay.

An easy example to start with is to generate echo or reverb... The effect will depend on how much memory you have to store samples and the sampling interval.

Txip.