Camera Help

[shb80]

Should I get a nicer flash for my camera like this one
http://www.amazon.com/Nikon-SB-600-Speedlight-Digital-Cameras/dp/B0002EMY9Y/ref=sr_1_1?ie=UTF8&s=electronics&qid=1250716494&sr=8-1
or this one
http://www.amazon.com/Nikon-SB-800-Speedlight-Digital-Cameras/dp/B00015GYU4/ref=sr_1_2?ie=UTF8&s=electronics&qid=1250716544&sr=8-2
or a nicer zoom lens like this one?
http://www.amazon.com/exec/obidos/ASIN/B000HJPK2C/kenrockwellcom#productPromotions
or this one
http://www.amazon.com/exec/obidos/ASIN/B000O161X0/kenrockwellcom

I know a camera is only as good as it's lenses. But should I get a lens or a flash first?
I have a Nikon D40 so my lens options are pretty limited.