Depends on what you plan to use your camera for- the types of pictures you plan to take, but in general there are several lenses you want to eventually have- zoom, wide angle, telephoto, & macro.

For starters, most get a zoom which covers wide angle to a bit of telephoto. Canon has several that cover this handy range. I think you'll find most of your general photo needs taken care of with these lenses. Good example would be the 17-85mm, 24-85mm, or the new 24-105mm.

Remember the D20 is not a "full frame" CCD camera so there's a multiplying factor when referring to a lens focal length. In other words a 17-85mm lens on your camera will not give you a true 17-85mm range do to the smaller size CCD.