But there's a rumor going on that says that Nikon lenses are better (or the best).
There are plenty of nuts out there who claim X brand has the best lens, be it Zeiss, Nikon, Canon, Minolta, Pentax, Olympus, so on and on and on. The truth of the matter is they ALL have GREAT lens. This whole 'this brand has the best lens' is the never ending and most pointless argument in photography. The truth of the matter is, even under the most scientific and advanced scrutiny, there is no declared 'winner', and as such, just get whatever Camera brand you want and ENJOY!

Nikon does have more lens selection than Pentax, and you will find Nikon lens more easily than Pentax at your local camera shops. Other then that, there really is no significant advantage for one over the other.

Personally speaking, I don't like Nikon's choice to exclude in-body AF motor in many of their new cameras. It makes me wonder if they will apply this to all of their line before too long, if so - basically saying that bean counting is more important than full backwards compatibility. I would never ever ever buy a camera body without an in-body AF motor, its a pointless exclusion and it limits your lens choices significantly. As such, if you do choose Nikon, I would have a VERY strong inclination towards the D90 over the D5000.

I would also look at your other options, Canon 40D/50D, Sony A350/A700.