any dsPIC is just as other PIC with DSP.
If you know how to use a PIC then you can start using the dsPIC right away. If you dont, then start with something simple, then move on to DSP.
Good luck.
did you forgot to mention also '... but just 4x - 5x slower'? msp430 is just a low power consumption chip - it is completely worthless when talking about calculation, as it doesn't even have a h/w multiplier. 8 MIPS compared to 30 of dsPIC30 and 40 of dsPIC33 ? 40 basic instructions compared to over 80 in dsPICs? dsPICs win that race with no problem.