Differences between the Nikon sensors
The D200 sensor is different from the other two. It has major design differences that allow the moving of data off the sensor quickly enough to allow the 5 frames per second.
I doubt you could tell the difference between the images between the three cameras. The major differences are in the camera designs themselves.
Just some major points:
D200 has a professional build with an alloy body, dust and water sealing, the best focusing system of the three, and the fastest recording of images. For anyone who has used an SLR in the past the almost nonexistent mirror blackout is awesome.
D80 has a polymer body and like the D200 has the ability to use almost any previous Nikon lens.
D40X is the lightest and easiest to carry, but will only autofocus with the recently developed AF-S style lenses. You can always manually focus with other Nikon lenses.