Dubstep pretty much does what it says on the tin. I think DH described Burial as 'The sound of the Victoria line at 3am' which sums it up pretty well.

If you get any further than Burial then immerse yourself in Box of Dub which is a great intro from Soul Jazz Records.

... to say that Burial's 2nd album (Untrue) is magnificent. I believe that a lot of dubstep doesn't sound as emotional or melancholic, though.

On the wider topic of dub, there was thread just before Christmas you may wish to check out:

http://www.wordmagazine.co.uk/content/dub-please-help

Yes, everyone posted so much great stuff on there... including some very interesting dubstep and electronica.

But to second Paul's point, Soul Jazz records do some absolutely great compilations: as well as two volumes of 'Box of Dub', there are two volumes of a compilaton called 'Steppa's Delight'.

I'd also recommend a guy called Skream - I find his records very accessible, and often somewhere between what I understand to be dubstep and very listenable electronic instrumentals. He has a great album out (er, 'Skream!!!') and quite a few excellent EPs, all called 'Skreamism', which are all on iTunes if you're not a vinyl person.

Dubstep mixes can be great as well, because the DJs have a habit of including only a couple of minutes of each track, so you get about 25 of them on a mix CD, and hear lots of different stuff. Rinse FM do them, and there's a series called Dubstep All Stars, as well.