Your options with 40k skymiles is pretty limited. Here's the link to the award chart
http://www.delta.com/content/www/en_...-s-canada.html (cost in miles is one-way, although tickets are only available as round-trip purchases). You might want to consider something like the Delta Gold AmEx that can come with some decent skymiles signup bonuses with a small spend (in the range of 30-40k miles, as much as 50k if you keep track of promos and pull the trigger at the right time). The gold version is free for the first year and would also give you the option of "pay with miles" at $100/10k skymiles and supposedly gives better choices on the awards calendar.