What is a good Nikon lens?

I’m thinking about buying a new lens for my Nikon D50. I don’t really like the zoom lens that came with it, but I can’t say why. I don’t really know enough lenses to judge. All I know is that I like the photos that come out of my film Pentax a lot more than the ones that come out of my digital Nikon, so I’d like something that would bring my Nikon closer to doing what my Pentax does.

Part of it is that my Nikon lens doesn’t get the shallow depth of field that my Pentax does. But there’s also something else going on that I can’t quite place.

For reference: photos from my Nikon and photos from my Pentax.