Personally, I would get an SLR if you are thinking of buying one. I wouldnt get a Sony A200, its the bottom of the range and its not that great. Focusing is soft with the image stabiliser on and it feels cheap and plasticky. Picture quality is good, but its a bit noisier than others at high ISO and its a heavier camera overall. Layouts ok, but not as nice as others.
D40 is good, picture quality is lovely, colours are vibrant but having the limitations of lens choice is annoying! The auto focus motor is in the lens, meaning you can only use certain lenses. These are the cheaper ones, meaning you can run high end stuff but its all manual focus.
Canon 450D is nice, no limitations on lenses and picture quality is more natural, slightly warmer than Nikon. Skin tones are brilliant. But, much above budget and hard to get hold of at the moment.
Bridge cameras are good. something like the panasonic will keep its value if looked after and performance will be great for most things. Panasonics are always a bit too saturated and contrasty for my liking, giving nice landscapes but in other areas not so good. Image stabilisation is great, cameras fast as most and picture quality is brilliant, even up to high ISO.