I have a Nikon D40 and would like to start taking pictures with the flash off the camera. The D40 doesn't have a commander in it. So what can I do? Do I need two flashes? One with a commander in it (SB800) and one without (SB600)?
I recommend the SU-4 mode if you are going for the cheap and manual.
But, going with SB-800 or SU or SB-900 with any slaves working with TTL also has its wonders.
A little out of the box suggestion, why not get a used D80? It's probably cost as much as a new SB-900 - but it has a built-in commander!
An SB800 master and SB600 slave is one option, another is using radio triggers like PocketWizards (expensive) or PT-04s (cheap) and trigger the flashes. The former will give you ETTL capabilities, while the latter won't, unless you go for the newer PWs, the Mini and Flexes.
Another way is to use the pop-up flash to trigger a flash with a built-in optical slave. The Lumopro LP160 comes to mind, and I believe SB600s have the SU-4 mode which does the same thing.
And if you haven't read this yet, you should: http://www.strobist.blogspot.com/ The Lighting 101, 102 and On-Assignment posts have been tremendously helpful to me and a lot of other strobists.
Off-camera flash is addictive; you have been warned :)