The Baby Nikon models CAN USE PRE-AI lenses, with no modification, so there is an entire world's worth of older, manual focus macro lenses in F-mount, which will "function" on your D40x. (D60,D40,D40x, D3000-,D5000 series bodies are the Baby Nikons). Vibration Reduction is NOT a necessity for a macro lens, and in fact image stabilization works LESS-effectively at close range than it does at Infinity. The Baby Nikon models were made without two controls on the body, the minimum aperture sensing pin, and the AI coupler, so those cameras can use pre-AI, Ai, AF, AF-D, and AF-S lenses without modification. They will not give you light metering or flash metering with manual-focusing lenses however, but they WILL MOUNT and they will SHOOT pictures with fully MANUAL exposure control. SO...on a really tight budget, look at the pre-Ai macro models, like say, the 55mm f/3.5 that orb9220 bought for $45, and I picked up for $65 in mint shape--and 30 years old at the time!!! I like my Tamron 90 AF-SP, but that is a "screw drive" focuser; the newer Tamron 90mm AF models have in-lens motors, so they DO focus on the Baby Nikon series models.
For the majority of people, I am NOT convinved that Canon's 100mm-L macro, or Nikon's 105mm VR macro, are worth the huge cost over something older-tech, like the Tamron 90mm macro models, or even an oldr, manaul focus Nikkor AI-S lens, like the 105mm f/2.8 Micro-Nikkor. Or even orb9220's older, 105mm f/2.8 Kiron manual focus lens made in the late 1970's/early 1980's era.