The Nikon D40 comes as a kit with a 18-55mm lens (Nikon AF-S 18-55mm f/3.5-5.6G II ED DX Zoom-Nikkor Lens).  The lens is very good and extremely light making this combination a joy to use.  The wide angle capability is excellent but for those wishing to extend the zoom range from the 3x equivalent that this kit lens provides to something more there are really only two choices.  The first choice is a second lens eg the Nikon 55-200MM F4.5-5.6G AF-S VR DX Black Lens at about £135 which certainly gives a good range but with the need to swap lenses.  The alternative is to go for the excellent Nikon 18-200m lens (Nikon 18-200MM F3.5-5.6G IF-ED AF-S VR DX) at about £420 which avoids the need to keep swapping lenses.   A cheaper alternative (although note the different F stop range) is the Sigma 18-200mm lens (Sigma DC 3.5-6.3/18-200 OS HSM for Nikon) at about £300.  Many of the reviews of both these lenses seem quite nit-picky – I’ve found the Nikon 18-200mm VR lens to be absolutely excellent.  The Nikon 18-200mm lens is mostly metal construction and therefore heavier than the kit lens.  Maybe (now I’m being nit-picky) a slightly bit front-heavy on the D40 (very well balanced but altogether heavier on the D80 or D300 body) but all in all a cracking good combination.  Also, this combination is quite compact for travelling – it fits snugly in a Lowepro TLZ20 bag which costs about £20.