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Nikon D200 Dream Set-Up
By an Amazon.com customer
Nikon D200 10.2MP Digital SLR Camera with 18-70mm AF-S DX f/3.5-4.5G IF-ED Nikkor Zoom LensNikon D200 10.2MP Digital SLR Camera with 18-70mm AF-S DX f/3.5-4.5G IF-ED Nikkor Zoom Lens
Buy new: $2,870.75
Almost unquestionably the best camera available under $2500. The included kit lens is of fantastic quality for the price, and provides a 3.9x zoom range.
Kingston 1024 MB CompactFlash Card (CF/1GB, Retail Package)Kingston 1024 MB CompactFlash Card (CF/1GB, Retail Package)
Buy new: $30.75
A good, very inexpensive memory card. Not very fast, but it is certainly ample for those just starting out.
SanDisk Ultra II - Flash memory card - 1 GB - CompactFlashSanDisk Ultra II - Flash memory card - 1 GB - CompactFlash
Buy used from: $14.99
There are lots of cards to choose from but they are continually dropping in price and increasing in size, so I chose this one for a good balance of price, size, and speed. Many people will want a larger card, but they are quite a bit more expensive - just wait a while and they'll be lots cheaper.
SanDisk  SDCFX4-4096-901 4GB Extreme IV CompactFlash CardSanDisk SDCFX4-4096-901 4GB Extreme IV CompactFlash Card
Buy new: $45.90 / Used from: $78.97
Once this comes down in price (it won't be long), this card will become a must-have.
Nikon EN-EL3e Rechargeable Li-Ion Battery for D200, D300, D700 and D80 Digital SLR CamerasNikon EN-EL3e Rechargeable Li-Ion Battery for D200, D300, D700 and D80 Digital SLR Cameras
Buy new: $35.20
The D200 eats through batteries more quickly than other digital SLRs, so you'll definitely want a spare.
Nikon MB-D200 Multi-Power Battery Pack for the D200 Digital CameraNikon MB-D200 Multi-Power Battery Pack for the D200 Digital Camera
Buy new: $189.00 / Used from: $129.99
Not only does this allow you to store two batteries in your camera at once, it also has a vertical shutter release. This is an essential, in my opinion.
Nikon MH-19 Multi Battery AC/DC Charger with Two (2) Nikon EN-EL3e Rechargeable Li-ion Battery for Nikon D50, D70, D70s, D100, D80 and D200 SLR CamerasNikon MH-19 Multi Battery AC/DC Charger with Two (2) Nikon EN-EL3e Rechargeable Li-ion Battery for Nikon D50, D70, D70s, D100, D80 and D200 SLR Cameras
Buy new: $179.95
If you get the MB-D200 battery pack, you'll be using two batteries at once, so you'll want a charger that can charge two batteries at once. In addition, you'll probably want two more batteries to go with it so that while you're charging the other two you can still use your camera.
Nikon SB-800 AF Speedlight Flash for Nikon Digital SLR CamerasNikon SB-800 AF Speedlight Flash for Nikon Digital SLR Cameras
Buy new: $339.99 / Used from: $319.00
If you're going to buy an external flash (why wouldn't you?), why not buy the best one available? The SB-800 has the added advantage of being able to remotely control additional flashes. (Note, the SB-800 has an optional quick-recycling battery pack that requires an additional battery)
Energizer Rechargeable AA Nimh Batteries (8 Pack)Energizer Rechargeable AA Nimh Batteries (8 Pack)
Buy new: $15.30 / Used from: $19.98
8-pack of NiMH batteries for your SB-800.
Nikon 18-200mm f/3.5-5.6 G ED-IF AF-S VR DX Zoom-Nikkor LensNikon 18-200mm f/3.5-5.6 G ED-IF AF-S VR DX Zoom-Nikkor Lens
Buy new: $639.95 / Used from: $564.95
Very hard to find at a cheap price, but is an essential lens to have. It isn't the BEST quality lens in its range, but is without question the most versatile lens you can buy for the Nikon D200. If you find this for under $800, don't pass it up.
Nikon 70-200mm f/2.8G ED-IF AF-S VR Zoom Nikkor Lens for Nikon Digital SLR CamerasNikon 70-200mm f/2.8G ED-IF AF-S VR Zoom Nikkor Lens for Nikon Digital SLR Cameras
Buy new: $1,624.95 / Used from: $1,550.00
Possibly Nikon's best general purpose telephoto zoom lens. With VR and an f-ratio of 2.8, this lens can be used in substantially darker situations than most of Nikon's other telephoto zooms or the 18-200mm. It is also extremely sharp. Use this when you don't need the versatility of the 18-200mm lens.
Nikon 50mm f/1.4D AF Nikkor Lens for Nikon Digital SLR CamerasNikon 50mm f/1.4D AF Nikkor Lens for Nikon Digital SLR Cameras
Buy new: $284.22 / Used from: $285.00
The brightest Nikon lens available at f/1.4. Quite a bit more expensive than the also-excellent 50mm f/1.8, but you get the advantage of better build quality/durability and an even brighter image.
Nikon 70-300mm f/4.5-5.6G ED-IF AF-S VR Zoom Nikkor Lens for Nikon Digital SLR CamerasNikon 70-300mm f/4.5-5.6G ED-IF AF-S VR Zoom Nikkor Lens for Nikon Digital SLR Cameras
Buy new: $445.24 / Used from: $430.00
Adds a little more reach than either the Nikon 18-200mm or the Nikon 70-200mm. It's also a good compliment to the 18-70mm kit lens (especially while you're waiting for the 18-200mm to come down in price).
Nikon 105mm f/2.8G ED-IF AF-S VR Micro-Nikkor LensNikon 105mm f/2.8G ED-IF AF-S VR Micro-Nikkor Lens
Buy new: $739.95 / Used from: $799.00
A fantastic macro lens. If you're looking for a macro, don't hesitate to buy this one. It may be expensive, but look what you're getting: 105mm (can be great for portraits), f/2.8 (very bright), and VR.
Nikon 17-55mm f/2.8G ED-IF AF-S DX Nikkor Zoom LensNikon 17-55mm f/2.8G ED-IF AF-S DX Nikkor Zoom Lens
Buy new: $1,189.88 / Used from: $1,139.69
Very expensive, but quite a bit brighter and sharper than the versatile Nikon 18-200mm lens. You probably won't use this lens as much as the Nikon 18-200mm, but when looking for the highest quality images in this range this is the one to use.
Hoya 77mm UV (Ultra Violet) Multi Coated Glass FilterHoya 77mm UV (Ultra Violet) Multi Coated Glass Filter
Buy new: $49.35
Buy two of these to protect your Nikon 17-55mm and 70-200mm lenses.
Hoya 62mm UV (Ultra Violet) Super Multi Coated Glass FilterHoya 62mm UV (Ultra Violet) Super Multi Coated Glass Filter
Buy new: Too low to display
Buy this to protect your Nikon 105mm macro lens.
Hoya 52mm UV (Ultra Violet) Super Multi Coated Glass FilterHoya 52mm UV (Ultra Violet) Super Multi Coated Glass Filter
Buy new: $25.49
Buy this to protect your Nikon 50mm f/1.4 lens.
Nikon Digital & Film SLR System Case Gadget Bag for D300, D200, D100, D80, D70s, D70, D50, D40x, D40, N55, N65, N75, N80, N90s & F100Nikon Digital & Film SLR System Case Gadget Bag for D300, D200, D100, D80, D70s, D70, D50, D40x, D40, N55, N65, N75, N80, N90s & F100
Buy new: $29.95 / Used from: $25.95
This certainly won't hold all of your equipment, but has sufficient space to hold all your filters, memory cards, batteries, the Nikon D200 (with MB-D200 battery pack), charger, the 18-200mm lens and possibly another. A good bag to start out with.