Buddy Ball 2K3 said:
#1 should be purchased with every camera imo, a minimum of one extra battery and memory card but I really prefer having two extra(one at home, one in the camera, one in the camera bag with you in case of malfunction). Can't tell you how many times I've been shooting and someone needed to borrow a memory card because they left theirs home in the computer from the last time they offloaded photos into their computer and forgot to put the memory card back. These batteries memory cards are cheap and well worth the minor investment. Purchase at the same time you purchase the camera.
#2 one of the nice things about the FZ200 is it can use 52mm filters which are easy to find and inexpensive. It depends on the type of photography you are interested in but I would at least buy a circular polarizer filter and strongly consider a close-up macro. Again, very inexpensive. Watch some youtube vids to see what the different filters do and if they might help for the photos you want to shoot.
#3 software is one of the most important parts of digital photography. Whether it's simply to easily organize/tag your photos so you can actually find/keep the ones you want or you are the type that likes to spend hours tweaking your photos, the software plays a huge role in your final product. Take some time to test out the free trials. Keep an eye out for deals. Both Lightroom/Aperture are very popular but there are so many great packages at different price points(or even free).
#4 another nice thing about a superzoom is the whole package weighs just over a pound so you can get away with a light tripod that you might be willing to actually carry with you. Most F2.8 telezooms for a dSLR weight more than the FZ200 all by themselves without factoring the weight of the dSRL itself. Keep an eye out for a sale as it's something that's very nice to have but don't pay the kings ransom charged by some unless you know you'll use it a great deal and it will have an impact on your photography.
If you have specific photos you are trying to shoot you'll probably get great suggestions from this thread and the dSLR thread.