I do mainly amateur wildlife shots especially whale watching and some football photography just as a hobby. I currently have canon EOS 400d with 18-55, 55-200 and macro lenses. What lens would you recommend I get to increase that zoom just a bit as I feel that I could just do with a bit more when I am a bit far away from the subject.
The EF 55-200mm f/4.5-5.6 II USM has been replaced by two generations of EF-S 55-250mm f/4-5.6 IS offerings from Canon. The image quality is noticeably better and the addition of Image Stabilization (IS) makes the lens much more usable without the aid of a monopod or tripod when photographing slow moving subjects in lower light. The list price is around $300 USD, but I've seen advertised sale prices from reputable online sellers recently for around $200. For that price it is by far the "biggest bang for the buck" you will find for a consumer grade telephoto zoom lens. But the 55-250 will only give you about 25% more reach than your 55-200.
The next step up from the EF-S 55-250mm f/4-5.6 IS II in terms of focal length is the EF 70-300mm f/4-5.6mm IS, but that is only going to gain you 50% more reach from your 55-200 and only 20% more reach than the 55-250. To my eye, the 70-300 is hardly worth roughly twice the price you would pay for the 55-250. There isn't much difference in image quality between those two lenses, either. So you really don't gain much by spending twice what you would for a 55-250 to buy a 70-300. Anything longer than 300mm is going to require a considerable investment compared to your current lens.
If you stay with Canon lenses, the next step up from the 70-300 is more concerned with image quality and fast, constant apertures than with more reach. In fact the EF 70-200mm f/4 L, the 70-200mm f/4 L IS, the 70-200mm f/2.8 L, and the 70-200mm f/2.8 L IS II, are shorter than the 55-250, and they range in price from about $750 USD to around $2,300 USD. They provide much higher image quality and faster, constant apertures but they have less reach.
Some Canon shooters love the EF 100-400mm f/4.5-5.6 L IS, some don't. For around $1,500 USD it isn't exactly cheap, but the price does pale in comparison to most of the Canon "Super Telephoto" lens series that range mostly from about $6K USD (yes, six thousand!) and up. The only other option to go past 300mm below that price range is the EF 400mm f/5.6 L. It has better image quality than the 100-400, but it lacks Image Stabilization (IS) which means you would need a very sturdy tripod and gimbal head that will run you in the neighborhood of $700-1K. In early 2015 Canon introduced the EF 100-400mm f/4.5-5.6 L IS II. It does away with the push-pull design of the original and is more than just a little better optically than the original lens it replaced. The price is also a bit higher at around $2,100 USD.
Then comes Canon's "Super Telephoto" series: lenses like the EF 300mm f/2.8 L IS II ($6.8K), the EF 400mm f/2.8 L IS II ($11K), and the EF 500mm f/4 L IS II ($10.4K). They are not big, they are huge. They are not heavy, they are boat anchors. And they are some of the best telephoto lenses in the world.
If you are willing to step outside the Canon realm and go with a third party lens, there are a few other options. The Sigma 150-500mm f/5-6.3 DG APO OS sells for about $1K, but the image quality past about 300-350mm isn't that good. Ditto with the Sigma 50-500mm f/4.5-6.3 APO DG OS ($1.5K) and the narrow aperture at the longer focal lengths starts to affect auto-focus performance, especially on the entry level Rebel bodies. There are also some 70-300mm offerings from Sigma and Tamron that are a little cheaper than the Canon. The newest versions of these lenses are significant improvements over the older designs, so be sure you know which version you are buying. None of them will outperform the Canon 70-300, but the newest ones get very close to it.
That entirely depends on the amount of money you are willing to spend. I personally decided to stick with Canon products and went for the Canon EF 70-300mm f/4-5.6 IS USM. And I love it. I think it is the best zoom lens for under 1K. I have used it for nature shots with pretty good results
Unless you can afford an L lens, then you have better options.
You have a variety of options here, and it really depends on budget. That said I'm just going to put this out there and suggest the Canon 100-400mm f4.5-5.6 IS USM L. I stepped up to it from a Canon 55-250 EF-S and have been very happy with it shooting wildlife around the world.
The-digital-picture describes it as follows:
The wide focal length range and long max focal length combined with excellent image quality make the Canon EF 100-400mm f/4.5-5.6 L IS USM Lens a highly versatile and a very popular lens. This is one of the lenses I most-frequently recommend to people.
The lens is not cheap or particularly light (its also been long overdue and constantly rumoured to be being updated/replaced) but it's a popular choice for enthusiast wildlife and aircraft shooters for a long time so if you can afford it you should consider it.