if your camera has the depth of field preview button then you’re golden. for one thing you can simply look through the viewfinder while trying the different settings. with a SLR, or in this case a DSLR, what you see is what you get. at least as far as depth of field goes. you may only be seeing 90 – 95% of what will be in the final picture but that’s for another time.
and i’m assuming there is an info display that shows the increasing shutter open time as the aperture closes down. great DOF isn’t much good at 1/15. unless you have Diggin’s tripod. note his shutter at 1/8. it will be a long time before you can hand hold at that speed.
since you are shooting digital and the only cost is in your time try this. take a 3/4 inch or 1 inch tape measure and extend it out a few feet on a table top or something similar. then put a small item at 2 or 3 feet as a focus and reference point. then take the several sots you mentioned above using the full range of f stops. that should graphically show you how f stop affects DOF since you can see the numbers blur both front and back. you will notice that the front DOF is smaller than the rear DOF. no, i don’t know why. it just is.
that said there are two other things to keep in mind. the longer the lens the shallower the DOF all things being equal. and the closer you are the shallower the DOF. i’d bet there are tables for different lens and distances if one was to google. film lens used to have a scale for DOF but my digital don’t.
good luck. and take lots of shots. even ones that don’t strike you at first can often be saved with a judicious crop job.