Hi mate. I have no experience or knowledge about the specifics of the D5000. I have been using two D300 bodies with a series of pro lenses for about 18 months. Prior to that I used Pentax gear. I have nothing but praise for the Nikon gear I have used. The focusing system in the D300 is sensationally good. The metering is accurate and consistent and the lenses are superb. Although I've not used them, I'm led to believe that the selection of 'prosumer' lenses from Nikon is pretty good too. In fact, the D300 is almost faster than a speeding bullet
Having said all that, I believe that you would be hard pressed to purchase a bad DSLR from any brand these days. It comes down more to what feature set and price bracket you want. While some brands are better at some things than others, they're all good enough to keep a keen amateur photographer happy.
For instance, Nikon are very good for focusing and the Nikon flash system is, IMO simply the best you can get. If you plan on getting into using flash (not built in pop up flash but separate flash units) and particularly using them remotely, the Nikon "Creative Lighting system" is fantastic and so much more usable and accurate than, Pentax's system, from my experience.
You haven't said what your photographic skill level is or what you intend to use it for. Assuming you are an average user who will mostly use the auto modes and are just looking for something a step up in performance and versatility from a point and shoot, most DSLRs of the Nikon, Canon, Pentax range should be well and truly good enough.
My advice? Handle and play with all of the cameras in your price range, and then buy the one that fits in your hand and has the controls that are most intuitive to you.
Hope that helps
James