Fujifilm S700/5700
Fujifilm S8000fd
Nikon D40

That is a diverse group of cameras.
The prices tell you which one is best.
But the question is, which one is best for you.

The Nikon D40 is a DSLR camera which can use different lenses.
If you want a big zoom lens, it will add several hundred dollars to the price of the camera.

The Fujifilm are DSLR look-alike cameras which resemble the DSLR cameras, but they do not have removable lenses.

The S700/5700 has the lowest price, but it is still a very nice camera. It has been very popular.

The S8000 has image stabilization and a longer zoom, so it costs more than the S700. Again, it is a popular camera.

Nikon D40 gets you into cameras that have physically larger sensors and lenses. It has many more features. Anyone that takes photography seriously, would find it more attractive.
But it costs more than twice as much as the Fujifilm S8000.
The D40 does not have video capability nor a live view LCD screen.
It's LCD screen is used for menu and reviewing photos you have already taken. You use the optical TTL (thru the lens) viewfinder to frame you shots.

Here is a comparison of specifications:

http://www.dpreview.com/reviews/compare_post.asp?method=sidebyside&cameras=fuji_finepixs8000fd%2Cfuji_finepixs5700%2Cnikon_d40&show=all

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