How wide?
I have a 24mm f/2.8 AF-D that I use for all my Nikons, including the FE. You can get the manual focus ais version for under $200. If you want to go wider, the 20mm f/2.8 nikkor seems to be in the $400 range. Of course there are off brand lenses too, although i've never used them. I'm sure someone else will have more info.
I'm assuming the lenses in your sig are the DX versions that came with your d40? If they're not dx, and if they have aperture rings, you can use them.