Hi Klptix17....Welcome to TN.
Your D40 is a very fine entry level DSLR and will take great pictures.

What lens / lenses do you have for it???
The lenses are actually more important than the body of the camera and Nikon makes some of the best glass out there....some of them very expensive, and some have very good prices for the quality of the lens.
I imagine if you bought it with a kit lens that it came with the 18-55mm...that is actually a pretty good lens for a kit lens.
The 55-200VR is also a very good lens if you want something a little longer at a very good price.
Myself I don't use any filters with the exception of a polarizing filter for certain landscape shots and most of the photographers that I know don't use them....you can add filter effects with most editing software.
Instead they use the lens hood to protect the front element and use a blower to keep the elements (front and rear) clear of dust.
There are times when it's better not to use a lens hood though.....like shooting indoors.