1 - There's no way you can use Canon EF lenses with a Nikon DSLR.  (EF
lenses need a electrical power and a dedicated Canon specific electronic
interface.)  There's a register problem as well - Nikon lenses can be used
on an Eos body, as the Canon body is slimmer than the Nikon.  And,
obviously, not the other way round.

2 - I've used the low cost EF 80-200 on my Eos 5D, and been pleasantly
surprised by the results.

If, in your opinion, the D40x "just has the edge" I'd recommend staying with
Canon.

I had to make the choice between the 400D and the D40x a couple of
months ago. I felt that the 400D had the edge so that's what I bought.

However if I already had a couple of EF lenses, the purchase of anything
other than a Canon would have been almost out of the question. I'm sure
you know that on the EOS 400D with a 1.6 factor sensor, your 80-200mm
will be the equivalent of a 128-320mm and your 35-80mm will be like a
56-128mm.

If you do go for the Canon, I think their £50 cashback offer ends at the
end of June so you will have to hurry.

Well if it's any help, I've just jumped ship. After 33 years as a
Canon man I bought a Nikon D80, and I have to say that at the moment I
am extremely disappointed with it and feel I've made a very expensive
mistake. I'm still doing tests to make sure it's not me doing
something wrong. I'll post more later when I'm satisfied that I'm not
talking out of a hole in my backside.

Alan