Once you spend an obscene amount of money for a camera, the next question of course is what lens (or more likely, which lenses) to get.
The easiest solution might seem to be to get the so-called “kit lens” that Nikon offers together with the camera (interestingly, that’s a different lens in different parts of the world). But in general I am not a big fan of these kit lenses. Yes, the incremental cost is low and they look pretty decent on paper. But these lenses usually are more determined by MBAs than by photographers. And remember, the lens determines the quality of the pictures as much as the camera.
The other extreme appear to be the people who state that as a rule of thumb you should spend about as much money on your every-day lens as you spent on the camera. Given the price of the D300 that’s actually hard to do! I’ll mention one lens that would allow you to do this a little later. But maybe that isn’t the best way to get to an answer, either.
Let’s start instead by looking at some reasonable criteria for choosing your lenses!
First, figure out what you want to take pictures of; in my case that’s fast moving twin girls, usually inside the house, but occasionally outside, in the gym, etc. If your target is landscapes or astronomy, my recommendations below likely won’t be all that helpful to you
Next, while prime lenses tend to give the best picture quality and usually are not as expensive, the ability to change your field of vision while taking shots is very useful in many situations; I tend to use a prime (an Nikon AF 50mm f/1.4) for portraits or really low-light situations, but for most everything else I use zooms.
Inside a house it tends to be somewhat dark without a flash. On the other hand, if you take pictures of people (like little kids, running around and playing) you need to take a large number of shots in order to get good expressions (try getting three-year-old twins to both look at you and smile and you’ll know what I mean). I tend to shoot on low continuos mode (3fps), usually 3-10 pictures in sequence. That often gets me one really good and a couple acceptable shots. But you can’t really do that with flash; the built-in flash doesn’t even allow continuos mode (it only fires on the first shot to prevent overheating), and even with an external flash usually the cycle time isn’t fast enough. And flash is rather distracting to your subjects. And maybe even painful to animals and people with light sensitive eyes.
So think about the ability to take pictures with just the ambient light that you have available to you. This could be daylight or the light from the lights that you have in your house. Once I tried taking pictures without a flash I started to realize just how dark it actually is inside. Which means you want the fastest (i.e., largest aperture) lenses that you can afford, or you risk that many of your shots will be at ISO3200 and with slow shutter speeds. In my experience I tend to get frustrated with anything slower than an f/2.8 (which is another reason why kit lenses rarely are a good idea - they usually are closer to f/3.5-5.6).
Next look at the distance you tend to be from your subjects and what angle of vision you need in order to take the shots you want. Do you need a wide angle (so on the D300 that means something like a 17-35mm) lens? Or something around normal (24-55mm) or a light telephoto (35-70mm)? For the gym it’s more likely a rather strong telephoto lens you are looking at, think 70-200mm.
Then study the tests. There are lots of good sites. Google is your friend. I really enjoy tests - plus the detailed data from Photozone. Understand whether the things they dislike about lenses will affect you. Mild to medium distortions might not matter unless you take architectural pictures (and you can fix distortions in Photoshop, color aberrations on the other hand can really ruin a picture. Vignetting is relatively easy to fix in post-processing as well (both Lightroom and Photoshop offer simple filters for that) , problems with the autofocus can mean that the lens is unusable for day to day shooting.
And finally - remember that you don’t need the best lens out there; you need a lens that works for you. The Nikon AF-S 24-70mm f/2.8G ED is an amazing lens. But it’s huge and heavy. And one of the few lenses that cost about as much as the D300. The AF 35-70mm f/2.8D may be a tiny bit slower in focusing and be lacking the mild wide-angle range, but it is 30% lighter and smaller and costs a quarter of what you pay for the 24-70…
So which lenses do I currently use? As I mentioned, the Nikon AF 50mm f/1.4 prime is my portrait lens. I also have the Nikon AF 35-70mm f/2.8D as my everyday lens; careful, this one is no longer being made - it’s still available new at some stores, but soon it’ll be used ones, only. And I splurged for the Nikon AF-S 80-200mm f/2.8D as telephoto zoom. This lens is also no longer being made by Nikon and even seems to have disappeared from their site.
The only lens I have that I wouldn’t recommend is the Sigma 17-35mm f/2.8-4 EX DG. For one thing it isn’t a fixed aperture lens. But more importantly it simply isn’t as sharp as the Nikon lenses and is noticeably slower during autofocus. One of these days I’ll get the Nikon AF-S 17-35mm f/2.8D ED instead. But that one, too, costs about the same as the D300.