Oliver: One thing that I think has not been mentioned yet is the learning curve. The D40X is a relative simple DSLR, while the D800/E is a very complex camera. It took me a long time (several years) to become reasonably comfortable with Nikon's higher end systems. If you upgrade you should be prepared to invest a good bit of time - and shooting - to become proficient with the D800/E.
Don't get me wrong. For me that investment was well worth it. But that may not be true for everyone. And I acknowledge that perhaps my learning curve was longer than ... well, longer. My previous experience was with an ancient film SLR, and there were only four basic decisions to make with those simple beasts to get a properly exposed image.