Well, people often find the name "dsPIC" intimidating and get some misconceptions about it. Specifically, some people got the impression that it only executes DSP tasks.
The dsPIC runs C and assembly just fine. Its assembly set, running 16 bit math, is much more powerful than the 18F, certainly. It's a fine general-purpose processor too, more powerful than an 18F.
The thing which makes it a "DSP" is primarily the 40-bit Accumulator, the ability to run Fractional math, and a few assembly instructions which work really well for digital filters and such. If you don't need them, the 24F is basically the same as the 33F, 16 bit instructions, 3.3v silicon, but without the DSP bits, at a slightly reduced price. But you'd be surprised what "normal" tasks may benefit from using parts of the DSP engine.
NONE of the DSP engine will be invoked by normal C code. That is, you can write any C math (+-*/) in 16 bits or whatever but it won't use the Accumulator or Fractional-type math unless you write ASM (very easy on the 33F C compiler to jump to ASM) or use some built-in inline ASM calls from C that are something you haven't seen before.
The 30F is a 5V process, but it takes a LOT of power. You can even overheat a 30F chip running at full speed. The 33F's 3.3v silicon will not only run on much less power, it's capable of running significantly faster. The 33F (and the 24F) cannot take a 5v power supply at all. There are "5v tolerant I/O pins", which can take 5v as an input and can be open-drain outputs with external pullup resistors to an external 5v rail. 33F has much weaker current drive, the ones I know have 4mA max output as opposed to the 20mA you're used to in the 18F series (and the 30F is high current pins too).
The 33F has a DMA controller that the 30F does not have. DMA is pretty awesome when you need it. The peripherals can read or write straight into RAM, without interrupts or code intervention. It can do with the instruction core in Doze with some peripherals left on. This can really save a bundle of processing capacity with high-speed ADC or whatever.
33F and 24F have notably high minimum Sleep current in their spec. There is no way to get the current way down to "practically zero". This may be a problem for battery-driven stuff left off for extended periods.