Semi-random guess: when that DOF calculator web site said that my D70 had *less* DOF than a 35mm camera with the exact same lens, the difference could be related to the higher resolution of the sensor, rather than to the smaller sensor, itself. According to that Luminous Landscape article, sharpness, for film, is typically definied to be resolving 30 lines/mm (i.e., 60 pixels/mm). But, for the six megapixel sensor on my camera, there are 125 pixels/mm. That means you need a smaller circle of confusion, and thus get less DOF out of the same lens with the same settings.
Of course, high-end high-resolution film can easily top 100 lines/mm, and, following this logic, would have even less DOF because you were, in effect, demanding a much smaller circle of confusion.
Or, at least, that's my understanding now...