Welcome to the forum Derek, congrats on the K10D
The 18-250 is a good lens to start with. You may want to consider getting a prime lens in the 35mm, 50mm or 85mm range with a faster aperture than the zoom has. That will give you lower light shooting ability that the zoom can't handle and better image quality.
Apart from that, it's really going to depend on what you shoot. If you like Macro, you can get a macro in all those three prime lengths I mentioned. If you like wildlife, you may want to get something longer than 250mm.
As you get used to your camera, take note of what focal lengths you are using with the 18-250 and what types of pictures you take (or can't take because of the limitations of your zoom). That information will really help you decide what lenses are going to be most useful to you.
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