I too have to mention the learning curve. I went from a D40X to a D300 some years ago and it was a major leap even though I had lots of experience with digital and film cameras. Not one that I regret for an instant, but it took a long time (maybe a year or more) before I was really comfortable with the D300. When I went to the D800E, it was a very simple transition because it was functionally so similar to the D300 although I'm still learning how to get the best out of it and I've had it for nearly a year now.
There's also a major cost factor in going from DX to FX. I decided to buy a 24-70 lens for my D800E and we're talking about $5K for the camera and just one general-purpose lens. Again, a very big leap from a D40X.
I might suggest you take a look at the D7100 instead. You could use your existing DX lenses and it is considerably less expensive than the D800. Had it been available when I bought my D800E, I might well have gone that way myself. Of course, your needs will vary and you may be independently wealthy, in which case the D800E with about $6K to $10K worth of lenses, a new tripod, and a few other odds and ends may be exactly what you want. But be prepared for a big investment in time to get the best out of it.