Before I got my A200, I tried the A300 (essentially A200 with LiveView), A200 and the D40. With 18-70 (I think) kit lenses on all of them in equal conditions and settings, there was no noticable difference in quality. The D40 only has a 6mpx sensor though, which doesn't really affect the perceived image quality but still gives you less material to work with than the Sony 10.2mpx sensor. Another reason I decided for the A200 was the AF, the D40 body does not have an AF motor and the motor built into the kit lense is slower than the one in the Sony body. And finally, the most significant reason, I own a few decent Minolta lenses
With SuperSteadyShot on almost all the time (which I don't use that much anymore) and flash with AF support flash and red eye reduction on 50% of the time, my A200 did over 1020 photos on one charge, the D40 managed a respectable 860 with the flash on about 50%.
The D40 (and probably all other Nikons, only a few Sonys) has some nice features for beginners though, most notably the on-screen help and the very simple automatic modes, on the Sony there's still a lot that needs tweaking in every mode, such as the Dynamic Range Optimizer. The button layout is also slightly more "entry level" friendly, or rather point&click-to-dslr-transition friendly, the playback and delete buttons are on the right side for quick review and deleting whereas the Sony preserves the right side (right thumb area) for the fine-tuning of your current shot.
As for the build quality, the display on the A300 feels fragile and it probably is. The bodies all feel good though, I prefer the Sonys over the D40 because the D40 has a more "plasticy" feel to it, it's the kind of plastic-ness that gives me sweaty hands in no time. I don't get that with the Sony but apart from that, the ergonomics are the same.
Comparing bodies by what you think would happen to them if you dropped them strikes me as a silly idea. No cam body takes it well and, more importantly, it's the lens you really have to be worried about.
All in all it took me about 2000 shots to get familiar with the camera to the extend that I can now set it up to give me the exact result I wanted. That might sound like a lot but it really is not, photography is addictive and things you never noticed before are suddenly interesting through the viewfinder
Oh and about the Minolta lenses on Sonys, keep in mind that the sensors are smaller than 35mm film, you'll have to take the crop factor into account. I think it's 1.5 for all current alphas, i.e. an AF 70-210 is really a 105-315
I'll post some pics later