Hello Paul.

First, buy a Haze/UV filter for both lenses. You'll need a 67mm diameter filter for the 17-85mm zoom and a 52mm diameter filter for the 50mm lens. You want a filter to protect the front element of your lens from atmospheric pollution and smudges/fingerprints.

While buying the filters, buy a lens cleaning cloth and a lens brush. The brush is for removing loose dust and they used to come in a tube that looked like a lipstick tube. The lens cloth will remove any smudges. If its a stubborn one, just breathe on the filter.

If your budget allows, buy a 67mm slim mount circular polarizer and a 52mm to 67mm "step-up" ring. This will allow you to use the polarizer on both lenses.

The polarizer will darken a blue sky and make any clouds really "pop". It also removes reflections/glare from glass, water, snow, sand and painted metal - but not polished metal.

Always buy quality filters - Heliopan, B+W, Singh-Ray, Hoya, Tiffen.

Learning how to use all the features and settings available on your camera will require some quality time to really READ & STUDY the Owner's Manual for your camera. Its best to learn one feature/setting at a time and practice using it until you understand it completely.

You might want to consider buying the "Magic Lantern" instructional DVD for your Canon 40D. It is available at Circuit City and Amazon and probably several other stores.

You might want to add these books to your personal library:

"Hands-On Digital Photography" by George Schaub

"How Digital Photography Works, Second Edition" by Ron White

Buying a camera bag is a largely based on personal preferences. Right now you don't really need a large one so check what is offered at Wal-Mart or Target or Circuit City, etc.

Always keep your camera either safely in your bag or hanging securely around your neck. If the strap that came with it isn't comfortable, you can buy a nice wide one with the CANON logo on it on eBay.

Visit your library and read the photography magazines they have. If one really appeals to you, subscribe to it. My personal favorite is Shutterbug. IMO anyone interested in photography will benefit from reading photography magazines. They not only review equipment but also have "How To" articles to help improve your skills.

If you decide to shop on-line for your filters, here are some trusted sites:

http://www.bhphotovideo.com
http://www.adorama.com
http://www.keh.com
http://www.uniquephoto.com
http://www.abesofmaine.com
http://www.beachcamera.com

If your budget allows, look at tripods from Manfrotto, Velbon, Slik. Make sure it "fits" you - a tripod that only extends to 50 inches won't be of much use if you're 6 feet tall. I recommend never extending the center column more than an inch or two. Fully extended, it becomes unstable and defeats the purpose.

When buying a tripod, you'll have to choose a head (what your camera actually mounts to). There are 2 types: the tilt/pan head and the ball head. If you plan on a lot of nature and scenic photography a tilt/pan head works well. For sports and action photography a ball head would be a better choice. Either head will come with a "quick release" plate so you can quickly take the camera off the tripod if needed.

Edwin's Editorial:

I always tell people to avoid falling into what I call the "machine gunner" approach to photography*. This is the person who takes 300 exposures and hopes 10% will be worth keeping. This is often accompanied by the "Oh, I can fix it in Photoshop" attitude. Do you really want to be sitting at your computer sorting through 300 pictures hoping to find 30 worth saving? Or sitting there using an editing program and trying to make a mediocre picture into an average picture?

I prefer the "sniper" approach to photography - one exposure, one good picture. Sure, the best sniper misses occasionally. This is also called "Get it right in the camera" and requires thinking about the picture you want to make and knowing how to make it.

"Picture aren't taken. They are made." Ansel Adams.

Learn to look at a scene from several vantage points. Standing. Sitting. Lying flat on your belly. Move to the right and then to the left.

Learn to pay attention to the background. A tree or pole growing out of your subject's head or a powerline running through it adds little to your picture. Usually a slight change in your position or a slightly different angle will eliminate such distractions.

Good luck and welcome to the fascinating, frustrating world of advanced photography.

* A person in here once said that if they took 1,000 pictures and got one good one they were happy. IMO you'd get better results if you gave the camera to a chimpanzee.