This is the most important equipment decision you will face, by far! The quality of your lenses does more for the quality of your photographs any other piece of equipment. If you are serious about nature photography, you need serious glass!
What do I use? Nowadays I mostly use the Canon EF 500mm f/4L IS USM. This guy, coupled with the Canon Extender EF 2x II and Extender EF 1.4x II respectively delivers an effective focal length of 1600mm manual focus and 1120mm autofocus on the Canon EOS 20D.
However, most of us will never need such long focal lengths (although it must make you feel good knowing you have that sort of power). Apart from the reach Canon’s long prime lenses offer us, they have further advantages such as brilliant colour, narrow depth of field and unequaled sharpness.
On the other hand, they are very big and unreasonably expensive! A further drawback is that they are prime, and not zoom. Most professional photographers prefer prime, but they most probably have a setup allowing them to use their prime monsters to good effect.
Professionals go on safari with special filming vehicles (allowing a 360 degree view) and permits allowing them to go where the rest cannot. Trust me, to change lenses all the time in the dusty African bush, with limited space in your vehicle, makes the cheaper zoom glass very attractive indeed.
I most often employ my 500mm with the Canon Extender 1.4x II. This gives me a very long focal length with autofocus.
I also use the very short Canon EF 17-40mm f/4L USM. This guy won lens of the year two years in a row, and performs very admirably. It is necessary to have very short options with the digital camera bodies and their crop factors.
I use only Canon lenses and mainly those with the L quality rating (indicating professional quality craftmanship). These are more expensive, but simply put they are the best. No-one else has lenses like Canon, and that is not just my opinion. I have used Sigma lenses in the past, and I hold Nikon glass in high regard as well. Beyond that you should ask someone else. No need for me to know.
Think carefully before you buy lenses based on affordability or the camera body you currently own. I strongly believe that you should decide what glass you will be using and then base your decision of a camera body on this. Saving money now, will cost you money later when you realize you need to upgrade in any case.