Spend a little more and get the D40x with a 18-135 lens. Its a great combo. If you can afford the VR lenses, get them, but honestly, not a big difference. Make sure you save money for one of the Nikon flashes, they are necessary. The small one is ok for close shots, but the medium or larger one is best. Enjoy, the d40 series is GREAT and easy to use and takes great pics without a lot of effort, especially if you are new.
I have personal experience with the d40x and d80. I like the d40x much more.