I use a Lowepro Slingshot 200 bag for my D5000. Everything I have fits in the bag, with room for lots more at the moment.
Nikon D5000 camera Nikon 18-135mm f3.5-5.6G AF-S ED lens Spare Battery Battery Charger SB-600 flash CPL Filter with case Notebook Release forms Pen Nikon microfiber cleaning cloth (for gray target) generic microfiber cleaning cloth Backup of critical PC data (Zipped and encrypted on DVD-RW) 4 spare 8GB SDHC cards USB SDHC Card Reader Battery Charger
All in this one pack. I have room for a couple of additional lenses as well.
My backup is an old generic gadget bag with 'Camera' embroidered on the edge. It holds everything the Slingshot does, with a handle on top and a shoulder strap.
I hope you will enjoy your new Nikon as much as I am enjoying mine!