The OP needs to probably re-focus the purchasing in a staggered order. I went through the same issues when shooting stuff for family, personal, etc. when I was shooting indoor stuff.
GET A FLASH!!! SB-400 at a minimum, maybe a -600 if you have the extra cash (it's $80 more than the -400); an -800 if you get a great return this year from the IRS (Or Pres Obama pushes a stimulus package!)
When shooting indoors, I have yet to see a flash that has the ability to keep up with a 3-5 fps burst rate, especially if you're shooting with fast glass; what I'm trying to say, is that if you buy a flash, your D40 and 55-200 VR will be pretty awesome (my SB-400 takes about 4-6 seconds to recharge on a fresh pair of AA's)
NEXT STEP
Upgrade your body. Why? Well, I'm at a similar stage, and I'll provide the rationale. You're shooting low light and mucking around with f-stops, etc. and you realize that, crap, you don't have a dial to adjust ISO manually AS WELL as exposure comp. Hmmm, D40 is menu driven to accomplish any of that, and you can't really select any "in-between" ISO's to fine-tune your shots. You'll miss your shot - and a potentially really nice one!
I still wouldn't go for a 70-200 f/2.8 when you have an upgraded body, because I've become a fan of the primes, and I think an 85 f/1.8 with a nice flash (and you running around a little bit to compose better) will serve you better, get you MUCH better shots, and will be significantly faster than a zoom.
Oh, and the 85 f/1.8 won't AF on the D40/x/60 bodies, so that, combined with acceptable ISO up to 3200 on a D90 are the reasons I'm looking into the "big" jump. . .
As JerryPH pointed out though, it's a balance; the D300 is getting outdone by the D90; the D400 will be out soon, possibly a D400x, or a D700x, etc. Nikon is MINTING it right now and isn't letting up on production models, so one is faced with body over glass - I think if it wasn't for the fact that I'm actually hitting a wall, and would like a little more noise suppression at higher ISO's, I wouldn't even consider it since all the nice glass I'd possibly consider (14-24 AF-S, 70-200 AF-S) can focus on a D40x. . .(except for the prime's I've mentioned). . .