I started playing with infrared photography one month ago having a D200 converted by Precision Camera in Connecticut. The conversion included the removal of the blocking mirror, installation of a 715nm IR filter, and calibration of the body with a Nikon 18-70 AF-S lens.

Some examples can be seen in my "New" and "Infrared Images" sets -

The hardest thing is to try to visualize the scene as it will look in IR. It's rather addictive once you get started.

Windham, ME
It certainly looks cold in IR One of the people I work with thought she was looking at pictures of one of the ice storms we've had in the past.

Once you get the white balance set properly, IR reproduces foliage as white, giving the appearance of ice or frost covered leaves. Without a custom WB - everything is shades of red (one image in the set shows that). With a custom WB - foliage is white and the sky is a gold/brown color. Images with blue sky have been altered in post to change the gold/brown to blue.

I played around with my d70 and a 715 nm filter but only ever got shades of red ... I saw all these photos people had taken with ir converted cameras and (as i mentioned else where) was that fasinated I nearly had a d50 done... I unfortunately lost £500 on a sale on eBay at the time - long story - so didn't go ahead...
Did you chose the d200 for a reason?
What needs to be done to the lens in relation to the body?
Paul - Infrared photos can be taken with a screw in filter, but the process becomes much more involved. The IR filter is basically opaque to the wavelengths of light that we can see, so as soon as you screw in the filter, the viewfinder is useless. Back in the days of film we would compose our shot on the tripod, then screw in the filter, adjust focus, and take the exposure. Notice I added "adjust focus". Visible light and IR don't focus in the exact same plane. Look at some of your old lenses and you may see a small red mark near the focus index - that's the focus index if shooting with IR film. Exposure times with screw in filters become very long. I haven't shot with one for decades, but if memory serves, you would be looking at nothing under 30 seconds.

Hamish - If you look in my "New" set ( you will see one image that is all red. That one shot was taken with a conventional "Auto" setting for white balance. That is also what you would get using a standard camera with an IR filter on the lens. If you have a converted camera, you set a custom white balance on a patch of green grass. This results in the pictures with a gold/brown sky. To get the blue sky effect you have to do some channel mixing in PhotoShop or hue adjustments in NX2.

I had a D200 converted because I was familiar with the body having shot with one for a fair amount of time. It's also very similar to the D300 I use now.

When you have a body converted, you send a lens with the camera. Adjustments are made to optimize focus with that lens (I don't really know what is done here). I sent an 18-70 AF-S in with the body, but I've found that most other lenses still work fine.