As to the flash, I have the
SB 600 (Ken Rockwell review) which is not the top-of-the-line but has been a perfectly good flash for me. You can also take it off-camera and fire it wirelessly from the D70, not sure about the D40 but I expect the D80 would definitely support this as well.
I also have a
Lumiquest Pocket Bouncer which is great for diffusing the flash or throwing it to the ceiling.
A spare battery and a good camera case, and you should be set equipment-wise.
Also, look into Adobe Lightroom (PC or Mac) or Apple Aperture (Mac only) for image cataloging and processing. They are both excellent. I run Aperture on my Macs and love it.
A note about RAW vs JPEG: if you are shooting casual stuff and don't expect to do a lot of post-processing or making prints bigger than 8x10 or so, JPEG is fine, and the file sizes are smaller. However, if you want to do a lot of adjustments or need the higher resolution for large prints, definitely shoot RAW. You can do a lot of non-destructive edits on RAW files and still retain the most image data.
Now, off you go. Make some pretty photos.