The Canon 400D and the Nikon D80 at least compete with each other, but the Nikon D200 is in a different class (in price AND features). Some of the things the D200 offers over the two other models are 5 fps vs. 3, a rugged metal construction vs. plastic, weather sealing, a shutter that's rated for 100,000 actuations vs. 50,000, faster AF, and the list goes on. If you want to compare the D200 with a Canon model, look up the 30D (still inferior but also cheaper) or perhaps even the 5D (better image quality, less features, substantially more expensive).
I bought a Nikon D200 before either the D80 or the 400D were announced, and given the choice now I'd still get the D200. But that's me. If you have the budget but don't need the extra features of the D200, spend the extra cash on more/ better lenses for a 400D / D80.
Between the Canon 400D and the Nikon D80, I'd get the D80. The Canon offers a built-in dust reduction system and better image quality at ISO values > 800, but the Nikon is a better all-round camera and has a bigger viewfinder (quite important, actually).
Both brands have a fantastic range of lenses and accessories for about the same prices, so that needn't be a concern.