Hi,
Thank you all for the good posts. It took me a while to read through and understand. There is a forth variable (in addition to focal-length + f-stop + camera-object distance) that affects the DOF, the CoC (Circle of Confusion) which is related to the sensor pixel density, or the magnification of the image by the sensor.
And to confirm few other points made.
Judobreaker, thanks for all the response, detailed explanation, and sample pictures. You hit the answer with magnification, and reaffirm the point by saying if not magnified it would be the same. So using say 20D vs 5D, 8mp crop vs 12mp ff (roughly same pixel density I think), same lens, same distance to object, and same f-stop, we would get same DOF. I believe Judobreaker help confirm this, correct ?
BlairWright, Helen B, and Judobreaker, thanks for the info about CoC, a new term I am learning, another interesting thing to read up on later.
Benco - there is another take on it, just take the pictures

. I just recently acquired a DSLR camera, and the pictures sharpness and unsharpness is just amazing compared to my old P&S. The unsharpness part was unexpected, this new affect I am getting, want to get more of it, with full body in the frame. And I want to buy the right lens to do it. But after reading up and understanding more things optically, I realize it is harder to achieve the unshapness (Bokeh) of full person with crop than ff, as you would have to stand further away, thus changing the DOF value, reducing the bokeh. Or use short focal, again reducing the Bokeh. And longer focal lens gives better bokeh, no matter the sensor. With Crop longer focal lens makes you stand really far away. So in the end, understand the math, helps with picture technique and purchasing the right equipment. Your way works too of course, just try it in the store and trust the sales guy

I just rather figure out the math myself and get exactly the gear I want.
amolitor, thanks for clarifying and multiple post as well. Is that right, the actual physical opening of say Canon 50mm f/1.8 set to f/2.8 on a crop is smaller than the same lens at f/2.8 on a ff ? Another concept that I didn't realize. So if the physical opening is the same, then same DOF ?
Ysarex, amolitor - interesting point of view, so the CoC can be thrown into the magnification bracket of stuff as focal length and distance to object. And that CoC rest on assumptions and averages, subjective measures. The 1500 dot and 100dpi print is interesting information. So if I achieve sharpness with that, image is consider very good.
KmH, Judobreaker, Dao, and amolitor - interesting spin on the photoshop and DOF. As Judobreaker explains and I think it actually helps indirectly explain how magnification affect DOF. If you shrink the image enough, it seems the DOF is now expanded. And DOF is defined as how it "Seems" within focus, front and back of the singular actual focal plane.
Buckster - thank you, you illustracted my point better than I did. And it is reaffirming to know others out there wanting an answer for this, especially an experience pro.
fjrabon and Helen B, thanks for pointing out that the CoC on the DOF calculator is an estimate and maybe accurate up to one decimal or two. And the emphasis on DOF definition, which Judobreaker also mentioned. Perceived as in focus within a specific range of the actual focal plane. And perception can be changed if magnification changes.
Derrel - interesting history of Kodak gears. The point about the DOF changed by change of focal length makes sense, though my OP intended to keep the focal length the same. Thus through all the replies, we discover the 4th variable in this equation, the magnification.