Perhpas the most important difference is the metering. The D40x and D80 both have inaccurate meters, whereas the D200's meter is bullet proof.
The D40x can use 1/3 EV ISO, but only in auto ISO mode. And, it can do some focus tracking. It works fairly well when a subject is moving directly toward or away from you, but it is of limited worth when a subject is moving across the frame since there are only three AF points.