No research experience - ms or phd?

[Quark]

I have no research experience. Would it be worthwhile to get my Master's and get some research experience before trying to get into a PhD program?

Background Info:

*I've been out of school for two years, so I have no chance of gaining research experience.
*Went to Wash U in St. Louis.
*3.98 overall GPA, slightly lower GPA just in physics.
*Have not yet taken the physics GRE, but plan to study all summer.
*Due to family commitments, I cannot leave Indiana anytime in the near future, so I'd probably be aiming to get into Purdue's or IU's PhD program.
*I probably will not go into hardcore Academia after the PhD program (either industry, adjuncting, teaching in a liberal arts school, teaching in a private high school, etc., sitting on my ass, etc.).

Edited to add: I'm female, if that makes my odds better.... Also, dug up my GRE scores from 2006 (oy, are these even still good?):

Q: 790 (90%)
V: 730 (98%)
W: 5.5 (86%)

[shetanak13]

Just curious~ Why do you want to get your Ph.D? What would it give you that a masters would not be able to provide you? (i.e. teaching in a university, better options in industry, etc) I think this is very important thing to consider before you try to commit yourself for 5-6 years in graduate school. A masters from a very good institution can be just as good for you for getting into industry and for teaching community college. Like I said, just curious.
Oh, and research experience is not absolutely necessary. I have a friend who got into a good school without such experience.