I was wondering what would be an upgrade for my Nikkor vr 18-55mm lens ( stock lens ). I want to be able to zoom in more.
Zoom in more and take a photo of what? Is it sports or wildlife? Is your subject cooperative and can he/she/it wait? Are you using flash? Are you shooting from a tripod? Why can't you simply walk up closer? I ask because you might find that a cheap f/5.6 zoom will not work. Be sure and answer all these questions at least to yourself before you spend your money. If price matters look for used lenses.
You may want the f/2.8 version or maybe the VR version or the f/2.8VR version. Going cheap is not saving money if you have to buy yet another lens. What is your budget? Can you spend more?
One thing to watch out for is that your D40 lacks a focus motor and you will need an AF-S lens. But some people find the non-AFS lens is so much less expensive it is cost effective to upgrade the body.
But for many people the best buy is the 18-135mm lens. It was sold as the "kit lens" for (I think) the D80. I have the 18-70 and find it works for much of what I need. I have some other lenses too for when I need faster or longer.
Seriously, if yu don't answer all those questions you may as well just flip a coin. Lenses are neither good nor bad, they good matches or poor matches to your needs. The better you can define your needs to better you can match up a lens.