Nikon D40 and D40X are both great options. I'm in the same boat as you, looking for a new camera. So far, I've narrowed it down to a
Canon Rebel Xt...the only real advantage of the Xti is the built in dust removal system and a couple more points of AF. The added 2 mega-pixels is pretty useless IMO. At a couple hundred less, I would go with the Xt over the Xti.
Nikon D40x. Also a very good camera and comparable to the Rebel Xt.
Sony A100 Alpha. This is also a great camera that has the added benefit of Image Stabilization built into the body. The IS isn't as good as getting IS lenses but IS lenses are WAY expensive. I've seen several really good Sony packages that include 2 lenses.
From what I've learned, so far, the kit lenses included with the Nikon and Sony are actually quite a bit better than the kit lens included with the Canon.
I'd say, go to a camera shop and handle all the cameras you're interested in. Of the above, they're all very adequate cameras and for me, it'll come down to which one "feels" best in my hands and the best package price I'm able to find.
Check out these links as well.
http://www.fredmiranda.com/
http://www.dpreview.com/
And if you plan to purchase on line, definitely check out this site.
http://www.resellerratings.com/
Here's a couple links to places that have offered the best deals I've found so far on the cameras I'm interested in...and also have good ratings at
www.resellerratings.com
http://www.adorama.com
http://www.sigma4less.com
http://www.bhphotovideo.com