Hi Mark, welcome to the Cameralabs forums!
The D80 and D40x do deliver measurably higher resolution than the D40, so if you can afford them, and would prefer to be shooting 10 rather than 6 mpixels, then I'd reject the D40.
As for the D40x vs the D80, the latter is definitely the more powerful and flexible camera and a great model to grow into. As for the D40x, it's wonderful for beginners, but as you say, the user interface can prove a little frustrating at times - if you're the kind of person who wants very quick access to things like ISO, then it can prove a bit slow at times. But that's just if you're impatient like me! I think if you try both cameras out in HK before buying, you'll immediately see what I mean and whether it's an issue for you.
Same for if the 18-200mm feels too 'big' for the D40(x). (it will a little)
The E-510 is also a great choice (so long as it ends up peforming ok in practice) - and as you say, the Live View will help your transition from an all-in-one. I really like Live View myself, even though it can be a little slow in operation - see our Panasonic L1 video tour to see what I mean.
http://www.cameralabs.com/reviews/Panas ... age7.shtml
So ultimately I don't think I've helped you at all! I agree with all your shortlists and would advise trying out a DSLR viewfinder to see if Live View really is that important, and also comapring the user interfaces of the D40(x) against the D80 to see which suits you better. A lot of this is down to personal preference.
Whatever you end up getting though, please do post some images of China - I've only been to Beijing and the Great Wall, but loved the scenery and so much of the country looks amazing!