Compared to the D40x, the D80 accepts a wider range of existing Nikkor lenses. In particular, the D80 works with all AF Nikkor lenses, whereas the D40x does not support auto-focus with existing G or D-type Nikkor lenses. The D80's generally supports more features and modes, including an 11-area AF sensor (vs.the D40's 3), predictive focus tracking, on-demand grid lines, and depth of field preview. For HDR (high dynamic range) photography fans, the D80 supports auto exposure bracketing, whereas the D40 and D40x do not. The D40x is slightly smaller and generally less solid-feeling than the D80. On the flip side, the D40x can be had for approximately $730 (street price); if you do not need the extra features, the D40x is a great entry-level DSLR.
Head-to-head vs. the D200, the D80's biggest differences are build and weight. The D200 has a metal body, whereas the D80 is, frankly, plastic. As a result, the D200 feels more solid, and weighs a good half-pound more than the D80 (1.8 lb vs 1.3 lbs). The D200 also displays the current film-speed equivlent (ISO) and metering and exposure modes in the viewfinder, unlike the D80. Otherwise, the cameras have nearly-identical features and specifications. If you are going to be using the camera for extensive periods of time on a daily basis, the D200 may hold up better over time. Otherwise, the D80 is a great choice -- not to mention 30% less expensive. We would generally recommend going with the D80, and using the savings to buy a high-quality lens or two.
The D80 makes for a fantastic upgrade from simple
point-and-shoot cameras, such as Canon's Digital Elph
series. The primary competition -- Canon's Eos 30D --
is no slouch and is also worth of a look. However,
if you already own any AF Nikon lenses, the choice should
be obvious.