If you want a wide angle zoom, your choices are are bit limited on the D40 if you want autofocus. Off the top of my head, the Sigma 10-20 is the only non-Nikon wide angle zoom lens that will autofocus on the D40. If you're happy with manual focus, Tokina and Tamron also work.
I have the Nikkor 12-24 and like it. It's pricey, though. The Tokina 11-16 has its fans but it would be manual focus on your camera. That's probably not much of a problem at wide angles, though.
If you want a lot of bang for your buck, and you want to mess around, look at the Lensbaby web site.