I just purchased a 40D and I am a little worried about getting a returned body sold as NEW. What version of firmware would make me feel better about my purchase? What shouild I look for in the packaging of the body that would tip me off that the body is a return or definitley NEW?

If I recall correctly, turning on the camera for the 1st time should prompt you for date/timealso take a pic, and look at the filename..... it's not a 100% tell, if the filename ends with something like 001 then it's very likely never been used... if it ends with something with a bigger number, then it's most likely been shot a few times... that number can be reset, that's why it's not an accurate way to determine this