Quite a bit cheaper.
But everyone who responds is probably going to recommend the maker they use. Mine are Nikon, so obviously I prefer them. But the new Canon EOS5D mk11 looks something else.
Personally I would not bother with the D40, it's far too basic and lacks pixels. Go for the D60 click here with two lenses, or what is going to be my Xmas present, a D90 to add to my D200 and D300.
Just bear in mind that the lenses are what are known as "kit" lenses and will never be as good as the pro models. But they will be good enough for most uses, and they are a heck of a lot cheaper.