I have a Sony A230 and the Nikon D5000.
Now I like both cameras and have had good service from both a quick overview
The Sony is a really fun little camera, it is quite a simple DSLR with some more standard features not available, now as an everyday user I did not miss these features, but as I got more technical these features were nice to haves.
Simply the D5000 may be a slighly older camera but is a overall better camera, it has 12MP as opposed to 10MP of the A230. The Sony does not have Live view nor does it have a swivel screen which the Nikon D5000 does. The Nikon can do video, however it does not autofocus during the filming and is limited to 5 minutes on 720dpi and 20 minutes at lower DPI.
The Nikon has buttons that can be programmed while the Sony has none, this is a very handy feature and I have ISO programmed so I can change it on the fly.
Both cameras offer RAW ( Sony ARW and Nikon NEF ) and jpeg as options and do this to SD.
Personal Experience :
The Sony is a good camera and I have gotten over 500 shots out of a charge which is respectable, colour and picture and more than acceptable , however where the A230/A2xx/A3xx range falls down is low light and medium to high ISO photography. What I mean is that in low light and when you move to 800 ISO and up the SOny image quality starts to show visible granulation.
The Nikon D5000 also can do over 500 images on a charge. The colours are somewhat more subdues and picture quality is very good with some clarity lost to ensure consistency quality, meaning that low light and high ISO is far better than the A230, with 800 ISO still giving better quality images and low light does not have as serious effect on the image quality.
The A230 has a diferent grip to the normal DSLR with the wedge for the button finger missing, this is at first a bit of a problem but once you used to this it no longer matters to much, especially since the A230 is such a small and light camera. The D5000 grip is a tad bulky but very comfortable.
The A230 is a great runner and I still use it even with is little quirks, however the one I consider the better is the D5000.
Oh and if you want this years best value for money camera it is probably the D5100.