The D40 was cheaper for me, soo that's what I chose. If I ever become proficient and start making money, I would go Nikon D3 for the full frame sensor. This way I could still use the DX lenses, albeit at a lower resolution.
Seeing as I'm not skilled nor do I have $5000 chilling out in my wallet, I guess I can be satisfied with my beginner DSLR.