Both the Canon XS and XSi have the sensor cleaning feature. The review of the Nikon d60 someone posted earlier mentioned the d60 has a similar feature whereas the d40 does not.
I can't help you with how Nikon's system works, but the Canon system ultrasonically vibrates a filter covering the actual image sensor when the camera is turned on. It can also be activated on demand.
Even with a sensor cleaning feature, you're occasionally going to have to blow out the chamber. The frequency you have to do this will be reduced though, and you might find you never have to clean your sensor with a swab.
With my XTi (sensor cleaning system equipped) I could almost always get away with shooting at f11 without having to look at my images pixel by pixel to find sensor spots. Worst case, I might get a piece of dust or two that the system couldn't shake loose and I'd have to blow the sensor clean with a bulb-style blower.
My 5d, on the other hand, is a nightmare. I know that if I have a photograph with a relatively consistent background (sky, for example), and I've shot at anything smaller than f5.6 I need to check pixel by pixel. Part of this is because the image sensor on the 5d is massive compared to the XTi (which has an image sensor size similar to the d60), but most of it I'm convinced is due to the lack of an in-camera cleaning system.
You may never have the need or desire to examine you photographs pixel by pixel, and if you only view them at the size of a computer screen you may only occasionally find a problem. If you think you might ever want to go beyond merely taking snapshots of things with you new camera though, it's definitely worth considering this feature.
Plus with the d60 you are getting 60% more megapixels. As written before, megapixels aren't the "be all, end all" that camera manufacturers market them as, but 10 megapixels can give you more options in certain cases.
For a $100 difference, I think it's a no-brainer if you're on the fence between these two models.
Looking at the hands on review at
Digital Camera Reviews and News: Digital Photography Review: Forums, Glossary, FAQ , the d3000 doesn't seem to offer much of real value more than the d60. I can't imagine in-camera processing using a three inch screen is going to be remotely comparable to using image editing software on a laptop or desktop with a fifteen to twenty-four inch screen.
I'm also really skeptical when I read anything about a dSLR making taking great photos "simpler and easier". I'm probably a bit extreme in my photographic ambitions, but I've absolutely zero interest in the camera doing anything for me except autofocus...and I only allow that to operate within very tight parameters...single point - with me controlling exactly what the camera is allowed to focus on. 99% of my photos are taken in full manual mode, and I've forgotten how to get a jpeg image out of my camera.
The reason I bought a dSLR in the first place was because
I wanted to take the photo, not just hold a device up and let it make all the artistic decisions that would determine the end result.
Probably the most important feature of the d3000 is that it will likely drive down the price of the d60.
Keep us posted on your journey.