So they're both infinite, but one has twice as many values?
And by the way, you are absolutely right:
There are varying levels of infinity. Numerically, as in counting from 1, 2 ,3, 4 etc, they are infinity, but cardinally, as in {1, 2, 3, ...}, integers are greater. I believe they are alaph numbers..
[Edit]: Whoops, Aleph* Numbers
Rational, whole, natural, etc., are all "countable" infinite sets. So is Real, apparently, but we haven't proven that one yet.
It's still neat to think that there are the same "number" of even numbers as even+odd numbers.