Best lens I can use all the time?

I just bought a Nikon D40X that didn't include a lens. I'm shopping for a couple lenses, and I need help finding what I really NEED
I want one lens that I can use on just a normal day. One where I can take shots with a relatively okay zoom, some close-up capabilities, and a good normal range.
I'm kinda on a budget so under $250 would be nice (if thats even possible:/)
Any recommendations?

How about the 55-200mm for $250? Http://www.nikonusa.com/Nikon-Products/Product/Camera-Lenses/2166/AF-S-DX-VR-Zoom-NIKKOR-55-200mm-f%252F4-5.6G-IF-ED.html

The only problem is that 55mm is the widest you can shoot, and is not very wide at all.

My suggestion is to raise your budget a bit, and get:
18-55mm (older model): http://www.nikonusa.com/...ED-II.html
55-200mm (older model): http://www.nikonusa.com/...6G-ED.html

Total: $320

First thing you need to know, is your d40 only accepts the AF-S lens, most other Nikons will accept all lenses, but not the 40. I have 2 D-50's and 2 D-40's, long story, But, the best thing to do, is be there when you check out a lens, like Best Buy or Photo store, make sure it works on auto focus. Then you will know what to buy on eBay. Or where ever. Then look for the 28 -80, a nice little all purpose lens, gets close up and has decent zooming, the smaller lens, 18 - 80 or whatever it is, is a lot more expensive, you can find the 28 for $100 on eBay, $150 max. I have a bunch of lens, from the 18-? 28-80, 55-200, and 80-300, something like that, i don't even know without looking, but the digital is 35% bigger than a film camera lens, so the 300 is more like 400mm in focal length, and all the other lenses too. The 55mm is a standard size because it is the same angle that your eye sees at. Confused? You should be, Check it out.

Stay with camera brand lens for best results.
The equivalent of Canon 28-135mm IS will be a fine range to have fun with.
Camera bodies do break, get dropped, wear out or people simply change their mind and sell their lenses and cameras.
I check the camera magazine ads then go to the websites and see what people have traded in.
This will help you get started too.
There's no shame in buying a used name brand lens with 5 stars rating for less money.

For your budget Nikon 18-55mm VR lens is a good choice but if you can go up to $300 then Nikon 18-105mm VR lens provide you better zoon length.

The 18-200 is a great all-round lens. You can possibly pick up a used copy for your budget. Check these out: http://photography.shop.ebay.com/Lenses-/3323/i.html?For%2520Camera%2520Brand=Nikon&_nkw=nikon%2018-200&rt=nc&Lens%2520Brand=Nikon&_catref=1&_dmpt=Camera_Lenses&_fln=1&_sc=1&_sop=15&_ssov=1&_trksid=p3286.c0.m282

(Why are people selling empty boxes?)

Samples with the 18-200 lens: Just flip through the 17 pages of thumbnails to get an idea how much you can do with this lens.