Contratrombone64
Admiral of Fugues
I work for a major high street retailer and I specialize in the photographic section.
If budget is an issue you should consider the Olympus e-410. It's gone clearance now but is a great DSLR and very decent quality lens.
Going for something a little more current, you've got the Olympus e-420 and e-520, although I would recommend the Canon 450D. This is new and Canon currently has a £50 cashback it. It comes with a standard 18-55mm image stabalizing lens.
Then you've got the Sony alpha range, eg the a200 and a300 are good mid range DSLR's that are packed full of features, surprising good lens.
The Nikon range (D40 and D60) are worth considering, but TBH, go for the D60 as it is 10 megapixels. The D40 is only 6.
If going for the D60, go for the VR option (Vibration Reduction). Unlike compact digital's, most DSLR's have the vibration reduction (anti-shake) in the lens (not the body like the Sony's). the VR being in the lens means you get a faster and sharper focus - great for those action shots. On Canon DSLR's it is called "Image Stabalizer". There is also cashback on the Nikon's(£40 for the D40 and £60 for the D60)
Hope this helps a bit.
Please read this thread (from the top), you'll see my journey.