I'm using a Nikon D60, which is (so far) camera enough for me. From what I hear the D80 is a nice camera, but not such a huge improvement over the D40x and D60. Depends on how often you plan to use it.
They're compatable with most other lenses. And if you buy - say - a D40x with a kit initially and if you think you want/need a better camera you can sell the body and buy a D80 body because the lenses will work for both.