If I were to do it all over again, I'd save for another couple of weeks and buy a D90 kit instead of my D5000. All of the features except for the swivel display are in the D90 and it's up the chain from the D5000 so far as construction is concerned. It's also a tried and true camera with a good to great track record.
The one place where the D90 is not on par with the D5000 is in the weight and size area. The D5000 is the size of a D40 class camera which makes it smaller and lighter; but at the cost of control real estate and using plastics instead of the D90's heavier frame.
Lenses are a tough area to make suggestions because they wind up being very personal. Some people do fine with an 18-55 kit lens and others are disappointed in one of the 'three kings'.
That said, I'm looking at the Sigma 2.8 lenses. They're about 1/3 the price of comparable Nikons and the Nikons definitely don't give 3x the image quality.
An 18-200 zoom is a compromise, no matter who makes it. I'm interested in seeing the actual field experience with the new Nikon 18-200 VR II lens, but from what I've seen this class of lens is a jack of all trades but a master of none. The big advantage to having a superzoom like this is that you can look at the focal length of the pictures you take and that will give you a good idea of where to spend your money for your next lens.