What would be a good wide angle lens for my Nikon d40?

What would be a good wide angle lens for my Nikon d40?

Third party lens manufacturers have some good products in this area. Depending on your budget:

Sigma 10-20 F/4-5.6 - I have this lens - it is superb!
Tamron 10-24 f/3.5-4.5 - nice wide zoom range
Tokina 11-16mm f/2.8 - the pick of the third party lenses, constant, wide aperture makes it good for interiors
Nikon 10-24 f/3.5-4.5
Nikon 14-24 F/2.8 - fantastic lens but not as wide as the 3rd party - 4 mm is a lot at 10mm!

Presumably the camera came with a 18mm to 55mm. To buy anything seriously wider (wider than 15mm) will cost quite a lot of money, many hundreds of pounds/dollars.