One feature of the D40 that could be useful, and the other dslrs don't have, is the electronic shutter, this makes using full-power flash available at high shutter speeds. I can do this with my G9 also but it's a high-end compact, w/out interchangeable lenses. If you like stopping action or want a blurred background and fill-flash in daylight conditions this feature could be worthwhile. If you want to jump into a pro-level dslr check out the D2, they're going pretty cheap on ebay. Don't let the low mp rating scare you, the image quality is high.
