dgodwin is very right with his caution abt. the D40 and D40x, they need lenses with the motor to autofocus built into the lens, which limits the choice to just a few, quite expensive ones. Other than that they are great cameras, so if you don't plan to buy a lot of lenses but might be happy with the ones in the set than there is no problem.
About the 2 sets you had linked earlier I noticed that the 'wide angle' lense of the Nikon started at 28mm, which on the digital camera actually makes it abt. 40mm. For me this definitely would be too little coverage on the wide side and if it only was this 2 choices I'd take the Canon package for having the wide lense starting at 18mm.
Other than that playing with cameras in shops to simply find out which one lies best in your hand, you feel most comfortable with, and which gives you the most confidence that you actually can use all it's features would be the best advice IMHO.
And to complicate matters:
For a socalled 'entry dSLR' I personally would prefer either a Pentax K100D ( or K100 Super ) or a Olympus E510. Easier availability of great lenses specially for the Pentax, both of them having 'in body' image stabilisation and focus motor, the later even having live LCD preview, Olympus being the first to offer that, sure will be standard soon.
check out: dpreview.com for reviews or ask at the forums there. ( the reviews are a bit canonbiased though )
best luck,
kuuan