Well yeah, if they're good, you should send them! Anything that flatters you is a good thing.
I would apply directly to PsyD if you feel you have good odds for getting in (or if they would hand your app down to the Masters program if you weren't admitted). Financially, this is the obvious choice. You probably don't need to be eased into the program - you will have to do the Master's work anyway as part of the PsyD! (Right?)