Hi Chris, welcome to the Cameralabs forums!
As Thomas says, it's a worry the D40x came out so soon afterwards, but in my opinion, that's more for marketing reasons than anything else.
Both the D40 and D40x are great first-time DSLRs and can produce lovely images with very little effort. I would only recommend them though if you know you're only going to buy modern AF-S lenses. I'd also have a play with them in person to see if you find the process of adjusting white balance and ISO acceptable.
I think it's fine if you don't change them too often, but if you like to change them a lot, you'll find it a bit slow as there's a lot of steps, compared to, say a D80 or a Canon 400D. I wouldn't worry about the 3-point AF though unless you think you'll be taking a lot of photos with the subject moving or way off-center.
If you're worried about dust, you should consider an Olympus E-410 as their anti-dust system is the best. And if you also want anti-shake, the new E-510 could also be worth considering.
I'd also highly recommend going into a store and handling your shortlisted models in person as one will almost certainly feel better to you than the others. I'd have a look at the D40(x), D80, Canon 400D and Olympus E-410 or E-510.