I just upgraded from a D40 to a D200, received it today. Was £475 with under 500 shutter actuations and came with everything but the screen protector. It's good as new.
So far I have to say I'm extremely happy with it. 2 of my 3 lenses I used on the D40 were not HSM, so they'd not AF on the D40, they do on this, and of course the 18-55mm kit lens also auto focuses fine.
It's quite a different beast to the D40, in all good ways, more controls on the body, lcd panel on top for viewing your settings rather than on the lcd panel. Heavier feeling though not massively, it feels like a good solid brick. The view finder is so much nicer also.
I'd advise to look around and find a D200 in good condition rather than a D5000 as this feels so much more than an enthusiast camera with all the added stuff those types of cameras bring that I don't feel the need for. I'll try and keep my eyes peeled for any.