Honestly, if you're shooting a D40, I'll assume that you don't have that much extra gear other than the camera and what fits in your bag.
Pelican cases (& Storm) are awesome solutions for pros and people with a lot of expensive gear to travel with. They are however, heavy & expensive. Don't buy a $250 case to protect a $500 camera.
Stick with the bag you've got and keep it with you for carry-on or keep it in the bag when you place it into the center of your clothing for checked in luggage and hope it doesn't get stolen.
Not to be condescending, but when your lenses are worth 3x more than your camera body, THEN consider a Pelican. Again, heavy and bulky, which make a huge difference on shoots.
Don't worry too much about the camera when it's in a bag. It's when it's in your HAND and when you put it DOWN that it's in the most danger.
I shoot with a wrist strap and it serves me well. I find it funny to watch so many photogs amateur & pro use a neck strap, then TAKE THE STRAP OFF THEIR NECK and basically just shoot with the camera in hand (I use to as well). But watching a fellow "picture-taker" drop his 70-200 2.8 and camera body on the concrete was enough to wake me up. He was cursing the camera for being slippery, but we all know better...
good luck!