Katie, you can do any of those exercises holding DBs in your hands instead of uusing a BB. Let me see if I can find specific DB videos ...
DB Squats
DB Reverse Lunge
DB Side Lunge
DB Split Squat
DB Step Ups
DB Dead Lifts
As for what weight to use, that's really going to depend on you and how strong your legs are now. You want to pick a weight that is challenging if not impossible, somewhere around 10 - 12 reps. That could mean 10# DBs ... or 80# DBs.
Dumbbells can be limiting in leg exercises because grip strength usually gives out long before leg strength. For example, I can easily squat 135+ pounds using a BB, but can't do it holding two 60-pound DBs. My hands hurt and it's too hard to balance the DBs. Personally, I find it a lot easier to balance a BB on my shoulders than try to work with DBs doing leg exercises.
So experiment and find a weight that's hard but doable for those 10 -12 reps. Most people find that leg strength increases quickly and dramatically, so don't be surprised if you have to keep increasing weight.
Shane -- yep, rounder, tighter, higher.