Hi Mary Lou,
Taking multiple exposures is fine, but much depends upon whether your camera is able to cock the shutter without any film movement. In practice few 35mm cameras are able to do this so I'd stick to the Digital Rebel instead, it ought to work well. I don't know the answer to your question re flash exposure compensation (FEC) on the Sigma, and I guess from the way you put things that the Rebel bodies don't allow FEC to be set on the body. I've only used Canon flashes with the EOS-3 and 1v, which both allow compensation to be set on the camera, even with the most basic of flashes such as the 220EX. If you don't know your camera inside out, then it might be worth going back to the user guide to see if that feature is buried in there somewhere.
However, in the context you're talking about, I'm not sure you want to go down the road of ETTL metering anyway. If you are using the multiple exposure idea, I'm not sure you'll get enough control. It might be better to control the flash power manually and use a wireless slave to trigger the off-camera unit, either by radio or more cheaply just by using a simple optical slave. In that case you'll need to have a small flash mounted on the camera itself, but I would suspect you're going to want a bit of direct fill anyway so that might be just fine. Perhaps the best option would be a pair of Sigma guns, which would allow you the option of leaving the on-camera unit switched off for the exposure if you wanted to, plus you can set the remote unit into manual mode if ETTL isn't giving you what you want. I'd suggest using the image review and histogram to judge the exposure, rather than getting into flash metering with a handheld meter.
One thing I would definitely recommend is taking a good selection of light modifiers, especially diffusers. The rough textures of rocks and the boldness of cave formations will need a gentle touch on the lighting if you are to avoid a harsh look. A couple of collapsible circular diffusers would be a good start. If you get the bottletop type you can use them as handheld reflectors too.
Going back to the business of making multiple exposures, I think the biggest problem you're going to have is visualising how the frames will combine in the final image. If you have the option to use your camera in "tethered mode" (directly connected to a laptop -- assuming the Rebel allows this) then you can combine the images in Photoshop while you work, in order to see exactly how the final result will look. It'll also let you evaluate the individual images without touching the camera, which means that you won't have any alignment worries. Whichever way you approach it, I think you've set yourself a considerable challenge. It should be easy enough to get acceptable results, but to go to the next level and get sensational results will require a lot of care in the planning and execution. If you go down the route of compositing the images while you're there, then inevitably that will soak up quite a bit of time, so I guess you'll have to pick your approach based upon the amount of time you have at your disposal and the number of final images you're hoping to make. It sounds like a fascinating project though, I wish you the very best of luck with it. I hope you'll post some results here, it would be great to see them.
Best regards,
-= mike =-