It's basically a combination of the sensor size, lens length, aperture, and plane of focus. This site lets you put in different variables and see how deep your DOF will be:
http://www.dofmaster.com/dofjs.html
So it's not a question of having a lens for deep DOF and one for shallow, it's a combination of things. Given a particular camera and lens combination it becomes primarily about the aperture setting and focus distance.
The smaller the aperture (larger f-stop) the deeper your DOF, and vice versa, at any given focus distance.
With a specific aperture the closer your focus distance, the shallower your DOF, and vice versa.
If all other factors are the same, a wider angle lens will have deeper perceived DOF than a telephoto. This is where sensor size comes into play - the smaller the sensor the wider the lens needs to be to get a particular field of view. Camcorders typically have very small sensors, and so they use lenses that start around the 5-7mm range, which would be an extreme wide angle on a DSLR which has a much larger sensor.