Do you have an UV filter to protect you lens? Its a good idea to have one, that way even if you cap comes off the filter will still protect the lens. Also if you ever bump the lens when shooting it will protect the lens from breaking.
Nice picture. I know that's an HDR, but I just have one question do you just do different exposures or do you add different skies/backgrounds? I really want to start doing HDR's any info would be great.
Like the others said, keep your camera in a ziped locked bag when you are changing tempertures. I have done this before with my XTi and have had no problems. Also make sure you don't change lenses in the cold, it could cause condinsation on the sensor.
Go with an XTi or XT. Its the best entry level camera on the market. Also you not limited to which lenses will work with the camera , like the D40. Thats just my 2 cents.