If you are looking at Sigma lenses, DG if for full frame digital, DC (digital crop) is for crop sensor cameras (ie 40D/60D).
If autofocus speed is what you want, then yes you'll need to go to a 70D to see an improvement (as it has a completely new AF system). (For AF, the 1Ds II has better AF and more AF points than the 5D classic.)
The 60D has lots of extra features over the 40D and 50D, the key ones being video and an LCD screen that flips out. Otherwise there is less in it image quality wise.
As suggested above, a 60D will probably be more of an upgrade than a 1Dd II.
The 1Ds II might have better AF and a faster burst rate, making ideal for sports, but it's much bigger and heavier than the 5D (1.2kg vs 800g).
Neither the 1Ds II or the 5D classic will give you live view (unlike the 40D/50D/60D/5D2) or do much better than ISO 1600.
As I suggested, stick with the 40D, but upgrade your kit lens, and then upgrade your zoom lens to one suitable for full frame, then after a little more saving, make the jump to FF.
The jump to FF is a big one, but there's nothing wrong with a crop sensor and for sports and wildlife it is actually an advantage, some pro sports shooters use a 7D or 7D2 because of the extra reach.