Hey Conor,
I just went through this, you can spend hours researching all the different types. there are a couple of real good review site. Unfortunately I erased them from my favorites. Use google that is how I found them.
I went with the Nikon D80 more because I needed a little more speed for sports action shots and compatability with a good zoom. The D40 is a good beginner in the Nikon. If you are looking to add lenses be cafefull not all the Nikon lenses are compatable with the D40.
I also have family members with Pentax, I think K10 and they like that one as well. it is pretty much the same as the D40. I found Cannon a little more expensive and don't know a lot about the sonys
My biggest advice is take your time researching.