A few people have recommended the 50mm prime so I might go with that.Only the 1.4 AF-S version will autofocus on the D40, if you shoot mainly climbing/landscapes then you may not get too much use out of it. I have the f/1.8 version and did use it on the D40 manually and got some good shots - you do find you miss the AF though (especially through the D40's tiny viewfinder). I reckon you're best off getting the 35mm first. My 35mm is pretty much glued to my D300.
The other option which I am considering is going for a new Canon 550d, the bonus being that it has HD video.
The Full HD (slackers take note) is great, however, be aware of the fact that its a vdslr not a camcorder and as such is a bit trickier to use :shrug: