I learned the hard way but this is more or less what I've done. Nikon D50 with the Nikon 18-200VR. It's well over £1000 (might not be worth that much now but that's how much I've paid).
I can't comment on the Sigma 18-200 though because I've not used it.
I can say that if you (or the Mrs.) want to get into photography then a decent walkabout lens makes life a bit easier.
Now here's the big but.
Say you get a 40Dx and Sigma 18-200 that's going to set you back about £550/600 (unless I've got the prices wrong).
You will then probably want a filter to protect the lens, for decent glass your looking at maybe £15-£20.
Then a bag to carry it all around. At least £25 for a nice bag but I paid closer to £50
You will need a tripod and a head for it. For top notch kit (manfrotto) you're looking at about £100 for each.
You will then probably decided that the low light capabilities of the lens aren't enough and you don't like the on-board flash so you're looking at £120 ish for a decent flash gun.
by this point if you are still keen you will probably start to find out what kind of photography you are really interested in and it's at this point you will start needing more glass to suit your chosen path.
Although the wide end (18mm) on the sigma is quite wide for landscapes it's not perfect. The next option would be a Sigma 10-200 which is ~£320
If you want to do portraiture then you're looking at either a nifty fifty or something with a bit more reach such as an 80mm or 135mm lens. Minimum price for that is going to be £80 for a 50mm f/1.8
If you want to do wildlife you will need more of a scope than that 200mm so either a teleconverter (£100) or another lens with extra reach (at least £100).
If you get into Macro then expect at least another ton probably more for a good macro lens. If you like macro then you will probably want to invest in a ring flash (more £££).
Heaven forbid you should get interested in more than one of the above!
It sounds silly and it may be a worst case scenario but I'm just warning you of the consequences. It's happened to me and I'm now budgeting for at least another £500 probably another £1k worth of kit before I go travelling in 2009.
You could go down the above route or you could get the bridge camera, take damn good photos in pretty much any eventuality and if you really find you're being limited by the kit in a years time or so (which I doubt) then you could start getting into the world of DSLR.
I would really get the bridge and if your Mrs. really wants to learn photography, get her to get to grips with the basics on the bridge camera before venturing into DSLR land.
Sorry about the essay.
Panzer