Recently I bought a SB600 second hand for about half the newpice. The advantage of Nikon is that both the D3000 and the SB600 (or 400/900) do support Nikon's Creative Light System, wich I find very convenient at times.
Sigma makes some excellent stuff, just make sure it is specifically for the Nikon. I purchased on that was for Canon but said it would work with any TTL type camera, did not work with my Nikon-had to take it back.
I just recently bought the Sigma EF530 DG Super Flash and have been very happy with it so far. It does eat battery power up pretty quickly, but I just keep a spare set charging while I'm using the first set.
I also bought a Gary Fong diffuser at the same time and I really like that also. However, another photographer showed me his which was similar in design, but collapsible so it packed better. Unfortunately, I didn't catch the brand name on it.