Sony a33 or Nikon 3000?
Which one?
Nikon is much better and is a well known brand and has more features and has more quality
Sony inherited Minolta's expertise.
Minolta produced the world's first mulitmode SLR, the XD-7 in 1980, long before Nikon even though of programmed mode.
Minolta produced the world's first effective AF SLR, the (Maxxum ) 7000, 18 months before Nikon produced a competitor.
I'd suggest finding a dealer who allows you to handle them, choosing the one you like better, and ignoring the opinions of uninformed fanboys.
Adding to what Andrew said, they are both discontinued models and difficult to find. You may want to look instead for the Sony a35 and Nikon D3100. Although if you can find an a33 it does have some features that were taken away with the a35 like the articulating screen and level in the viewfinder.
From Snapsort's website, on paper; it seems the Alpha A33 is better than the Nikon D3000; but it is up to you to visit a camera shop and get both cameras sitting in your hands to determine whether one feels better than the other.
Lets not forget that the D3100 is the replacement model of the D3000 and it is smaller and feels more like a child-like toy than an entry-level DSLR. The thing I find with Sony is that it is not a DSLR, its a marketing ploy to keep consumers guessing that it can perform just as good as a DSLR, but not be known by one as it is a DSLT instead.
You will find that the SLT-A33 has a built-in image stabilisation whereas the Nikon does not; it is built directly into the body thus saving time for you to find a lens to manually adjust it. With all Alpha series cameras from Sony's line up, you will find that it is easier to use than the Nikon in terms of camera foundation knowledge if you do not have any. Meaning an enthusiast or someone who has no camera experience what so ever can easily take photos with the very intuitive navigation system.
You will find that the menu system has some similarities with Sony's Cybershot range, but if you are the sort of person who wants to experience and understand the proper way in photography shooting, then go with the Nikon as you will need to learn a lot in how to use it properly, whereas the Sony will get you there faster while giving you more gimmicky features.
In conclusion, I think you should look at a Canon EOS 1000D or better for entry level DSLRs as Sony and Nikon aren't the only choices. In a certain perspective, Sony and Nikon aren't really comparable to each other despite the similar features; therefore a Nikon and Canon are probably more comparable because they both are DSLRs particularly their entry-level cousins.
Sony is different, as a reminder it is not a DSLR, and is a DSLT. Consequently, you can't just take face value over the specifications, you need to have the camera in your hands so that you can experience how it feels for you.
I myself did not buy an entry-level DSLR; I did buy an DSLT because my only other choice was a Canon EOS 7D; which I later decided not to buy because I know at least a dozen people who already have one and I wanted to be special and out of the box than being a Nikon or Canon fan-boy. Which is why I bought a Sony Alpha 77 while coming from a significant upgrade of a Fujifilm Finepix S1000fd.