It's not really referred to as "burst" on a DSLR, more refer to it as FPS (frames per second) and “Consecutive Shots”. Some cameras will continue to shoot at their FPS rate until the memory card is full, this is a good feature but in all the years I have been using DSLR’s I have never used over 25 consecutive shots. It all really depends on what you will be shooting. Here are the specs on the listed cameras:
Pentax K10D: 3 fps, sequence: until the memory card becomes full (JPEG), 10 frames (RAW).
Canon Rebel XTI: Approx. 3 fps, JPEG: approx. 27 frames (Large/Fine) RAW: approx. 10 frames.
Canon Rebel XT: 3.0 fps up to 14 JPEG / 4 RAW frames.
Nikon D40: Approx 2.5 fps, up to 100 JPEGs
There is also a D40x (10.2 mp) which is a very good camera: Approx 3 fps. Up to 100 JPEGs
Nikon D80: 3 fps continuous shooting: Up to 100 JPEG [Large, Normal] or 6 NEF (Raw)
So as you can see, all of these are very similar, but please note you will only achieve these fps rates in good light and when selecting a shutter speed of 1/250 of a second or faster.
As you can see above all cameras will shoot RAW format images, and will not record that many consecutive shots in this format, this is because when shooting in RAW the camera records a lot more data. JPEG, the camera does all the processing; this is ok if you are not planning to edit your pics after. If using RAW you can edit your pics, Highlights, Shadows, Saturation, White Balance etc before converting them into JPEGs or TIFF file formats with no loss of image quality.
This is just a personal recommendation, and I'm not saying that the rest of the cameras are no good because they are all great cameras, but personally I would go for the Nikon D80.