No doubt. 40D is the best among all the 3 cameras you mentioned. Live view, 6.5 fps, better high iso performance etc...
For lens, no single lens can satisfy your needs. Better get at least 2 lens. My recommendation will be tamron 17-50 F2.8 and sigma 70-300 APO DG Macro. This combo will cost you about 1k. This combo is far more capable than 800 bucks 17-85 IS if you don't mind changing lens. You may add 50 1.8 for just a 120 bucks more.
For flash 430EX will be good choice. Cost around 450 for brand new.
Tripod, Slik DX series. 330 DX will satisfy most newbies. cost about 130+. Comes with pan head and very light at 1 kg+.
Don't forget, you need dry cabinet. Electronic dry cabinet 30 litres size. Cost about 100.
All the above will cost around 3.5k.
Don't forget the BBB virus of SLR photography, especially for lens... It will cost you much mcuh more..........:cry:
If you are a hard core learner, just get a 2nd hand 350D and kit lens. Learn as much as you can from it and upgrade later. This will cost you around 700.