Another Nikon owner here, D40.
Please don't be mislead by megapixel count, it means practically nothing, and I have had hundreds of pictures published that were taken on a camera with a mere 3.2 megapixels.
I would suggest that it would be worthwhile to visit a shop, as size and balance of an slr is important. Years ago I bought a little Pentax (pre-digital), it was a great little camera, but I ended up using my other cameras more, simply because it was too small for my hands.
There are some good deals at you local camera shop, new and s/h, always worth a look.
I've never been taken in by the whole megapixel thing - I was told from the beginning that it's nowhere near as important as other things such as the sensors etc. (sorry if I sound like a complete amateur here - I'm coming from using my iPhone 4S camera and compact digital!)
I really like the look of the Sony Alpha range. The A200 is right in my price bracket, and it's received some great reviews. I think this is where I'll start my search!