Dang, I wish I had $5000 to spend on camera stuff. What job is this?
Do not get the 16GB CF card. These high capacity cards are only really designed for models like the 16 or 21MP 1Ds cameras that have HUGE RAW files. 16GB is about 1,600 RAW pictures for your 40D. While it's rare, CF cards can and do fail. You don't want your only card with gigs of pictures to fail on you. Try for something like 4 x 2GB cards plus an external hard drive that you can dump pictures onto in the field without a computer, something like a Hyperdrive SPACE or the newer Hyperdrive model - forget what it's called.
What's also good by going with multiple flash cards? When you shoot with two bodies in the future, you'll obviously need 2 or more flash cards. I shoot with two bodies and have 4 x 2GB cards. Two cards are in the cameras and two are on standby. When one card fills up, I can immediately put in a blank card and shoot while I offload the full card to my Hyperdrive.
Another good thing about getting smaller flash cards? Large flash cards take forever to erase in your camera. 2GB cards take about 45 seconds, and a LOT can go on in 45 seconds. A full 16GB or even 8GB would be abysmal. Always have a blank card on standby.
Get the extra batteries from Sterlingtek. They are higher capacity, just as reliable as Canon brand batteries, and will save you about $70. The battery grip takes 2 batteries by itself, so I like to have 4 batteries in all. When those two batteries in the grip run out, I just plop in two fresh ones.
Flash - 580EX I or II + flash diffuser of some kind. Homemade ones are quite effective and can be built for $5. Or something like the Gary Fong Lightsphere, which is very popular but bulky. You will want a good set of AA batteries for the flash. Get 8 AA Sanyo Eneloops or Rayovac Hybrids (4 in the flash, 4 on standby), and a Lacrosse charger. An off camera flash cord is also very useful and perhaps a flash bracket like a Stroboframe if you do a lot of people photography.
Filters - Don't be afraid to buy from Hong Kong. Shipping is a bit longer, but the price is WAY better.
http://hvstar.net/ (formerly known as MaxSaver) is known and trusted in the photog community. Get filters that have a filter thread (diameter) that is the size of your largest lens. 77mm is quite common and happens to be the size for your 70-200mm plus a lot of ultrawides like the 10-22mm, Sigma 10-20mm, etc. Hoya Pro-1 and Hoya SHMC are good. B&W and Heliopan also quite excellent. Do not use Hoya for circular polarizers because their aluminum construction tends to get stuck on lenses. Brass is better for circular polarizers. For your lenses smaller than 77mm, you can simply use step down rings to adapt your 77mm filters to the smaller diameter of your other lenses. Or you can just buy filters for each of your lenses if you don't want the hassle of screwing on step down rings and not being able to use your lens hood on smaller lenses. Circular Polarizers (CPL), clear UV filters (UV), and neutral density (ND) filters are the three big filters. Infrared (IR) and Split Neutral Density (Split ND) filters are less popular but still up there, and are more for specific kinds of work.
Case - The Lowepro Slingshots are popular, as are Crumpler bags. If you want a belt system, Think Tank is very popular and modular.
Accessories -
Depending on what you shoot, add $300-$350 for a good tripod and ball head.
Get a remote shutter cable from eBay for $10.
Buy a lens cloth. Buy Kimwipes if you suspect your lens cloth is dirty. Eclipse or ROR are great lens cleaning fluids.
Get a bulb blower like an cheapo Ear Syringe at Walgreens or Giottos Rocket Blower for blowing dust off your sensor.
Get yourself a better neck strap with a quick release. I have a Lowepro Voyager and it's neat because it has a built-in holder for two extra CF cards right on the strap which is VERY convenient. Optech straps are very popular. Kinesis and UpStrap are also good.
I like a hand strap on my camera for added security when I'm not using the neck strap. eBay works well - just don't get any ones that actually screw into the tripod mount on your body.
I don't know. All other recommendations need to take into account what you're going to be shooting. Macro, landscape, people, wildlife, night scenes, etc. Macro is crazy and a whole 'nother level in itself. Birding is damned expensive and heavy. Studio stuff can get really expensive or you can try ghetto rigging some stuff.
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