digital doesn't get grain on high iso? yes and no.
With film, there's a thing called reciprocity failure. Where once your exposure is past a second and a half, each additional second of exposure you have to double your exposure time. Think of it as an exponential curve, and remember that increased exposure time means more grain. And you'll notice that second, red curve, density. That's basically how much information is recorded. The longer the exposure, the less information recorded. You'll get a washed out image that requires you to "push" your film, and develop it longer, further decreasing image quality.
here's a chart showing what happens.
(c) Kodak
Digital has no reciprocity effect, so long exposures have the possibility of less grain, but unfortunately, digital's grain pattern is much more noticable, and very anti-aesthetic compared to film's grain pattern. And digital normally can't do exposures longer than 15 seconds, because areas of the CCD will overheat, and you'll get "hot spots" on your photograph. Usually around the corners, and little white spots will show up in the photograph.
But you'll almost never need to go past 15 seconds for longer exposures, so either will look pretty good. Digital will never look as good as film though in the darker regions of your photograph.
A good, and quick stress test you can do with a digital camera in store is to switch the camera to fully manual mode, and set the exposure to "bulb." That's where the exposure is as long as you hold the button for.
(If you don't know how to do that, ask the sales associate to show you how. If they won't show you, or if they don't know how and won't ask somone how to do it, walk away and go to another store; they've just failed their customer service test lol.) Then take like a 6 second exposure with the lense cap on, and review the black picture. Zoom in real close with the camera's preview function, and look at the nasty grain, because black is the hardest part of an image for a digital camera to photograph. Look for a camera where you find a good grain pattern, if grain is an important issue for you.
And yeah, you're exactly right about the benefit of being able to shoot thousands of photographs. I went the route of digital before film, because the time involved with developing every single roll of film before you see whether you messed up or not is kinda crappy. And camera's screen is a nice review of whether your focus was good or not, and whether you got the correct exposure. Oh and if you're shooting in RAW format, which I'm sure you eventually will, you'll be lucky if your card holds 150
. A photo looks horrible when JPG compression has to deal with grain.
.oO(I wish they'd hurry up and bring JPEG2000 out...)