A warm welcome to the CameraLabs forums.
Your poll covers a huge price difference for the camera bodies, at least here in the UK, with a D40x body available for around £320 and the Alpha A700 body for around £800, that last being more expensive than the Canon EOS 40D which isn't on your list.
As you infer, with a top budget of $2000 if you go for a camera in the price range of an A700 you can only afford the kit lens. Personally, I think you might find that this will be a bit limiting unless
you can see yourself able to afford a second lens six months or so down the road.
Sticking to your suggested models (and so ignoring the Pentax K10D) you are now down to a choice of three. Given that the Nikon D80 is within budget then, looking at Gordon's D40x review verdict page
, I think you would have a happier long term relationship with the D80. So now it's down to a choice between the D80 and the EOS 400D/XTi.
The 400D vs. D80 debate has a long an honourable history here on the forums so I won't add to it. When you say you've seen both models I assume you are implying that either is equally comfortable in your hands (important) so I think the best thing to do is to read Gordon's reviews of each camera carefully and also have a look at his 10 megapixel DSLR group test
As Brian says, lenses are a very important part of the decision as the lenses you buy are likely to see use on more than one body over time. Have a look at the photographs you have taken with your DSC-S75. That will tell you what sort of lenses to look for to go with your new camera (wide angle vs. telephoto, indoor, sports etc.). Lens choice is a big subject which isn't that well covered on the Net but the articles here
may help. Then it's down to seeing how well you feel either the Canon or Nikon lens and accessory system fits in with your own aspirations.
With all the above research done go and play with your short-listed models in the store again. By then you will know that any of those cameras can do the job so let your heart speak to you.