I don't want to appear to be pushing the stuff I have for sale in the classifieds, but as you're happy with your D40, another option would be the Zigview that I'm selling. This clips onto the viewfinder and relays the viewfinder image onto an LCD screen. The benefit of this is your camera maintains its phase detection autofocus. The downside is it's not as convenient as having the live view built in the camera. It does provide other functionality though, such as automatically taking a shot when it detects movement in front of the lens (great for camera shy wildlife) and taking a series of shots at set time intervals. I bought this to provide live view functionality with my D70 and it works well, but you can't really carry your camera round with it attached, so it can be a bit of a faff if you use live view a lot.
You're welcome to come and have a play with the Zigview on your D40 and live view on the D5000 if you can get over to Lancaster.
Heath