All good advice from all the posters above. By the way.....the D200 is considered a pro camera by Nikon. Although it is not made anymore, it's more camera than you'll ever need, believe me!
I wouldn't trade or sell mine for anything! And as for "kit" lenses; I never liked the term, as it implies a certain level of cheapness. While not expensive, the 18-55mm lens that comes with a lot of beginner level cameras is an excellent lens; actually one of the best lens at this focal level out there. So don't discount this lens! It will turn out to be one of your favourite walk around lenses for everyday shooting. Also, like Joe Lewis said, I'd never discourage anyone from buying good glass.
In short, if you want to get an excellent quality camera that will last you a very long time, get the D200. Lots of help in here for that camera.
If you want to take video also, and pretty good shots, get one of the other cameras, such as the D5000.
As always, the ultimate decision is up to you. If it feels good in your hands.....buy it!
With the D200, you can use a lot of the older lenses with it, whereas the other cameras won't be able to Auto Focus with certain lenses. Check out Wikipedia for details on all the cameras you're interested in. All the info is out there.
Let us know what you finally decide.