Hi,
If it helps (I'm no expert tho), I bought my first DSLR last September when I started my course and it hasn't let me down yet.
I read up quite a bit about it and from what I can gather, you'll never get everything from one camera, so the advice on trying out a few and seeing what feels comfortable is bang on.
Personally, I've always been a Nikon fancier and got a D80, which is supposed to be aimed at the amateur professional. If you're looking to get serious about it, I can recommend it and it's probably worth the little extra than the D40.
Enjoy
Nat