Hey there,
I dont think your going about this the right way...you have to choose a housing for what you want to do with your photography and same with strobes. You cant just say what strobes go best with a 40d...its what strobes will work best for photographing macro marine life. I first suggest taking a photography class and reading up on your new 40d if you dont know how to use it on land, it wont help much underwater. Lens wise you stated you want to shoot macro...I mostly shoot wide angle and use a tokina 12-24mm lens on my 40d. I dont shoot much macro but for wide angle thats a good lens or the canon 10-22. Housings Aquatica and Subal are expensive but have good rep's. Ikilite is fine but its annoying to use all their knobs. Strobes depend on you, and what size strobe depends on you as well. Look at Inon they diffuse well for close up stuff. I use sea&sea now and have had no issues with them, but will probably swich to Inon in the near future.
Good luck, keep shooting, looking forward to seeing some of your photos!