RH, there are some links for you below to post sensational article in your blog that 40D underexpose. If that many references not enough you can sure google for more, this is only from first page...
By the way my 300d almost never gets exposure right, it is always automatically corrected in RAW processing software and I never really paid attention to that as I've never shot jpeg.
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Canon EOS 40D DSLR digital camera review
However, there is one black mark in the otherwise blot free copybook that is the 40D: the metering. The evaluative metering system on the 40D seems predisposed to underexpose by around a stop, itself quite common on Canon’s I’ve tested over the years. However, the balance of the metering system is – or at least seems – biased to underexpose on most shots, particularly high contrast scenes where on each occasion it would underexpose heavily.
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Brand new 40D underexposing, help appreciated: Canon EOS 40D/30D/20D/10D Forum: Digital Photography Review
Just unwrapped my new 40D. I am doing some test shots, indoors in available incandescent lighting. Shootiing with brand new 50 1.4 and 24-70 2.8. ISO at either 400 or 800, Aperture Priority. It seems like both lenses are exposing identically 2/3 stops underexposed. I also shot in all 4 modes, evaluative, spot, center weigte, partiall...same results with both lenses.
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Canon 40D vs 20D high ISO test The World According to Roland
I also agree with the others that the 40D image is slightly underexposed maybe by 1/3 stop. If exposure compensation was used on the 40D to bring it up to the same luminance as the 20D image, the noise would increase further again.
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DCRP Review: Canon EOS-40D
My only photo quality complaint is that the the 40D has the tendency to underexpose. I took hundreds of photos on my vacation, and the majority of them were underexposed by 1/3 or 2/3-stop. I'm sure a lot of this had to do with the crummy UK weather, but I wanted you to at least be aware of this possibility.