Were you planning on buying retail or online?
Anyways, if you've got a good local place to buy from that is agressive, you can get a good price on it. I work at Circuit City, and we constantly sell for $3149. We've gotten REALLY agressive at some points and sold for $2899. What you don't realize is that on even that TV, there is a big butt-raping. something like 38 points margin.
On the television itself, I can't really say much in bad things. I love it. It's REALLY bright, so in a dark room, you may have to tone it down. The only thing I don't like so much is that it some high motion, and depending on compression of the signal, you may notice some artifacts and pixelization. How far away will you sit? I assume roughly 6-9 feet.
Otherwise, I can't really reccomend better sets. There are personal preferences when it come to televisions, so keep that in mind.
The samsung 40" sets are pretty nice (the glossy black finish, not matte).
If you don't want to spend AS much on the XBR, you can spring for the KDSL40s2000 model...still a 40", but only $2799 retail, and can be found for close to $2500 or less. Bright picture, just seems a bit more sloppy.
Ah well. Just a though from an entertainment salesman
Overall verdict, awesome TV you won't be dissapointed with. I'll say this much: I like it oodles better than the highly-coveted Panasonic plasmas.