since your on a budget here are my suggestions for your D40kit:
1. sb400 - indoor photos/bounce flash
2. 55-200(VR/non-VR) - close-up w/ more bokeh portraits/photos/sports
3. filters - close-up(for macro)/IR/UV/CPL/GND(landscape photos)
4. wireless remote - nice to have for macro,self portrait,group shot(includes u),nightscape,if u dont feel hitting the shutter button..
5. tripod - for me I invest for a sturdy/solid cheap/not ex tripod like benro @ $120 cheapest