Golden rule in choosing a camera is to go with the one that feels right to hold and is easy to access and adjust the controls.
Personally, I would not go for the D40/D40x due to the restricted choice of lenses that will work with it, but there are quite a few now available for it from Sigma as well as Nikon, but depending on what you want to do with it, the range that is available for the D40/D40x might make this irrelevant. I think the D80 is a better camera, but is also more expensive.
I've seen reports that the 18-135 lens suffers from vignetting, but that might be sorted out now. There is a thread
here where this issue was discussed.
Don't forget you don't have to buy a Nikon package. You can buy the body of your choice and (for instance) a Sigma 18-200 lens. One-stop digital were offering the Nikkor 70-300 lens for under $220 last time I looked. However, this lens will be more difficult to handle than the 18-200 until you get used to it, but there are some super shots on here that have been taken with this lens. For sports photography I'd consider this a good lens, but with no VR, you might need a monopod or a very steady hand.
Best thing is not to rush into this. Take the time to do your research and you will then get the best package for your needs.