This is an excellent thread for those who need some great, positive and realistic advice as to what to begin with. Been there and done that around 5 years ago.
Just like everyone above, I entered the DSLR world with a used Nikon D60 because I couldn't find a Nikon D40 around where I live. Now I know about KEH and all the other big photo houses and their used departments and have all but given up on buying off the "bay". It's nice to have someone stand behind their sale....
My problem which may be more unique than the average person wanting information here is that I also got back into film at the same time. A full frame DSLR is better suited to take maximum advantage out of all the old lens that Nikon has made over the years.
Honestly, given the technology, a DX camera has more than enough of everything needed to render a really good photo. As stated above, good to great lens are going to cost money....sometimes a lot of money. Don't worry, you should be able to use those same lenses for your next camera too.
Just as important as your camera is what are you going to do with that image. I had Photoshop in early 1992 and used it (poorly) with my point-and-shoot digital cameras. I got better, but so did Photoshop. Last year I bought CS3 just as CS5 had come out. Found it new in the box on "the bay", and it is alot of program....I use just a few features. You will need some sort of photo editing software in addition to your camera.
Now the biggest can of worms....printing. I started with inkjets, then photo inkjets, then got wet prints from my local lab when I wanted "nice" prints of my stuff. Then I met mr. dye sub printer. You know those Kodak setups they had at WalMart a few years ago? Dye sub printer.
I got one super cheap, got struck by lightening, I cried alot, then found place that sold refurbs from Kodak for basically nothing since my printer hasn't been in production since late 2006 or 2007. There is no way I will wear out a printer made essentially for commercial printing operations at my little house. I am actually looking at newer ones right now.
Certainly starting with inkjets and photo inkjets will be your route, just realize there are other photo printers out there that you could use for printing at home if you wish other than inkjet technology. As you can gather, I have been more than satisified with my dye sub route.
With a camera, a lens or two, small flash too, some software and a basic printer, one can have alot of fun and enjoyment. You just need to get started.
Bob E.