What you ask is nearly impossible. Many, many people would want that lens, but is basically doesn't exist.
The 400D has a crop factor of 1.6x, do you know what that means? The result of that is that wide angle lenses are not that wide and telephoto lenses are longer.
Lets handle the wide angle first. When I owned a 10D & 20D, I found that 28mm was not wide enough for most landscape shots. I was able to do ok for small groups, but if I wanted to get a shot of a beautiful tree in fall foliage I couldn't do it - it just wasn't wide enough.
So I ended up buying a 17-40mm and that solved my problem.
I photograph wildlife quite seriously. The "starter" lens that I seriously recommend is the Canon 100-400. For wildlife in New England (where I shoot most) this is really the minimum focal length you can get away with. In other areas of the world, where the wildlife is more tolerant of people you can use a 300mm, but I don't recommend it. There are other good lenses (the Sigma 50-500, for example) which also work but they have limitations (for example, the 50-500 really needs a tripod and f6.3 is a fairly small max aperture for wildlife - but it can work.)
The problem is that those two lenses don't fit your stated needs. They are two lenses (not one) and they cost upwards of $2,000 USD. That violates the "not to expensive" statement.
There are no lenses that I know of which are both wide angle and telephoto (notice I ignored the "not to expensive") and is good for wildlife. It just doesn't exist. And even if there was, it would probably not be very good (really long telephoto lenses are generally lower in quality) it would be expensive if it existed (hard to design and build) and it would be large and heavy (not good as a "walk around" lens.)
And I haven't even touched on the macro request.
Personally, I think you need to consider at least 2 lenses. I know you don't want to, but I don't believe you have no choice.
I would recommend as good lenses:
Canon EF 70-300mm f/4-5.6 USM IS
Sigma AF 17-70mm f/2.8-4.5 DC
Each seem to cost around $400 a piece.
Unfortunately they don't overlap, which would be nice. This combination might be out of your price range right now. Then get one and use it while saving for the other.
Do you have any lenses right now? Then buy the range you don't have now.
As for macro... I would seriously consider getting extention tubes. They don't work as well as a dedicated macro lense, but they let any lens do macro work. So if you start with a good lens you'll get better macro. They are small and light and way cheaper than a macro lens is. They work by reducing the close focusing distance. Since you can stand closer, the subject is bigger.
I hope that helps.