I am leaning towards the D5000 too. I want to upgrade from a bridge (fujifilm S9600) and the D5000 sounded ideal for my needs. I'm still researching though...
I was in exactly the same position (upgrading from the s9600) and I tried out both the D5000 and the 500D in the shop, taking identical photos and video.
Oh, and using only the kit lens on each as that's all I would be using for the first... god knows how long.
The Nikon felt slightly more comfortable in my hand than the Canon, but the Canon lcd is incredibly good. The adjustable screen on the Nikon is handy, if only it folded out sideways.
Anyway, onto the litmus test - checking out the snaps.
Overall, I found the Canon provided a cleaner image across the board.
It resolved detail much better than the Nikon.
It does have a slightly higher exposure than the Nikon, if that influences your choice.
If video is an issue, I felt the Canon video was also nicer.
Another deciding issue for me was that the Canon software was more mac-friendly than the Nikon bundled software.
Obviously this was my own experience, and I am no expert, but I tested the comparitive prints out on
a few photgrapher friends, and they all called the Canon one as the better.
As you can guess, I got the 500D and I think it's great. It's 50 quid more though.
Best to play with them both and go with what you feel will suit you best.