What is limiting you on the D60? Specifically, what does it lack that you desire or need? Knowing that will help people form more educated opinions.
Does the D3x do more than the D40? You bet it does.... but unless someone *needs* those extra features, what difference does that make? A Cavalier will get you from A to B, so will a Mercedes.
What accessories do you have with your D60? Do you have any other lenses? A flash?
If you have a lot of lenses that are DX, then the DX path may be for you - D90, D7000, etc.
If you only have your kit lens, and you desire to eventually move to full frame, I might suggest buying FX lenses and holding off on a new camera body purchase.
Rarely is the equipment the limiting factor in taking great photos - it's the photographer. It's a constant evolution, learning more, etc.
There's nothing wrong with upgrading equipment if that's what you want to do, but having the latest and greatest body and lens won't make you a great photographer - taking pictures, critiquing them, refining your process will!
There are people in my photo club who turn out amazing quality shots with $200 point and shoots - better shots than some of us turn out with $5k+ in DSLR and lens do!