Sorry if my reply was cryptic.
I simply wanted to say that the Sigma 18-200 OS has a maximum aperture at 200mm of f6.3, and that this is not good for fast and accurate AF. The equivalent Nikkor is a better lens but arguably has problems of its own. As general walk about lenses the 18-55 VR and 18-200 VR are good and the 16-85 VR is very very good.
As for the HSM OS question.
HSM lenses from Sigma and AF-S lenses from Nikon include an auto-focus motor; this is needed to achieve auto focus with a D40, D40x, and D60. It is not needed on a D50 or D80 and above. AF-S (and possibly HSM) may well be faster on cameras that do not require it. Nikon seem to be moving from camera body motors to lens motors. At the moment one just has to be careful about reading specifications during the transition.
OS (on Sigma), VR (on Nikon) and IS (on Cannon) are something else. These terms refer to stabilising the image by rapidly moving a group of lens elements under the control of a pair of accelerometers to overcome camera shake. The systems from these manufacturers are very effective although that of Cannon is irrelevant to you if you are getting a Nikon camera.