Tomorrow I am going to start the transition to a DA40 from the 172. How difficult is this process? I have never flown the G1000 nor a Constant Speed Prop.
Sorry I didn't catch this earlier, but maybe you're going this evening or you're not done yet, so I hope this will still help.
Regarding the constant speed prop: FAA materials on engine operation with a CS prop absolutely suck. Step one here is to go read
Manifold Pressure Sucks by John Deakin, that will help immensely in your understanding of how things work.
That said, here are some differences between the 172 and the DA40 to think about:
1) Flying characteristics: The DA40 flies beautifully compared to the 172. However, people who are used to the 172 will tend to overcontrol the DA40 at first. So, try this: Don't think about moving the controls. In fact, don't even keep your hand on the stick at all times. I found that the best way to fly it at first is to keep your hand surrounding the stick but not really touching it, and then just "think" it where you want it to go and it'll go. The main thing here is, again, don't think about moving the controls, think about control pressures - And they'll likely be lighter than you're expecting at first. Once you get used to it, though, you may not enjoy flying the 172 any more!
2) Castering nosewheel. You don't have direct steering control of the nosewheel on the ground like you do with the 172. You can use differential braking to steer, but avoid using the brakes as much as possible. Shallow turns can be accomplished with the rudder at taxi speeds, especially if you momentarily increase the throttle to 1200-1300 RPM, propwash + full rudder in the direction you want to go will make it go that way. But do NOT use the brakes for steering on the takeoff or landing roll! You'll have plenty of rudder authority. Use it, and don't use the brakes at any time unless you have to. Again, once you get used to it, you'll like it - And you can darn near turn on a dime at slow speed with the brakes.
3) Takeoff - You'll take off with a notch of flaps in the DA40, and you'll notice when you retract them that you'll sink unless you simultaneously pitch up slightly. When you take people for a ride, be sure you've got that compensation down as a first-timer may find the momentary sink unsettling. You'll also notice that takeoffs feel completely different: Your view over the nose is so much better than in a 172 that you'll feel like you're in an elevator raising off the ground. Avoid the tendency to lift the nose above the horizon as that's a good way to get into a departure stall. Personally, I can see down about 30 degrees below the horizon in level flight! So, be sure you trim for the climb airspeed and fly the airspeed, not the nose.
4) Landing - For some reason, some CFI's do not know how to teach good landings. They can get away with it in a Cezzna, but it doesn't work well in the Diamond.
Fly it the way the book says to - 67 knots on final (IIRC, check the book for your plane because they have different gross weights) and FULL FLAPS. Every time. I know of multiple places where the CFI's have taught 90 knots and half flaps - And that inevitably leads to prop strikes. If the CFI tells you to fly final at 90 knots, land, taxi in, and get a new CFI because the one you're flying with is worthless. When you fly a proper approach as per the book, you can get some really sweet touchdowns in the DA40. Done right, it's the easiest-to-land plane there is.
5) Speed. The DA40 is significantly faster than the 172, and if you're not used to that it's easier to get behind the plane in high-workload situations. If you start to feel behind the plane, though, there's an easy fix: Slow down. Pull power back to about 17" MP and she'll settle in nicely at around 90-100 knots in level flight.
6) Maneuvers - You'll LOVE doing steep turns. They're almost effortless compared to the 172. Stalls won't break the way they will in a 172, you'll feel a buffet and if you hold it there you'll just begin descending in a falling leaf with some slight phugoid oscillations. The rest won't be much different once you're used to the normal flight characteristics of the DA40.
7) Altimeter settings - You may have up to three places to adjust the altimeter setting depending on how it's equipped. You'll always need to adjust the backup altimeter and the G1000 altimeter, but if it has the KAP 140 autopilot (separate unit near the bottom of the panel on a 2004-2006 model), you'll need to adjust it there as well. Even if you're not using the autopilot yet, it's good to get used to those adjustments.
8) Avionics - Yeah, everyone else is focusing on this, but it's really not that important for a VFR checkout.* Forget it, keep your eyes outside to start with. Altitude and airspeed are easily read from the tapes, and you have the backup instruments as well. Fly the plane first. You'll probably find that you'll quickly get used to the PFD. Since you said you have some 430 experience, if you know your way around that box well you'll have no problem with the G1000 - The flight plan functions work exactly the way they do on the 430, and the design philosophy is similar - You have page groups and pages, and they're similar to the 430 with some extras. If you've read the books and you're good with a 430, it'll be easy and you probably won't need to spend much time on it with the CFI.
* Yes, you need to know how to use the G1000 to find the information you need on it to complete the checkout. No, it should NOT be the focus of the checkout. With 430 experience and adequate self-study and preparation on the ground, the G1000 is an easy transition.
9) Checking fuel. This is something a lot of people poo-poo, but once you know the reason why, you'll like it. If you're not within about 5 gallons of full fuel, you won't be able to see any fuel in the tanks by looking in through the filler cap on preflight. To check partial fuel, there's a contraption that you fit to the front of the wing where the dimple in the stall strip is, and connect its hose to the sump drain. It's weird, but the reason for it is good: The DA40 has dual main wing spars and aluminum tanks between them. There has not yet been a post-crash fire in an otherwise survivable crash in a DA40, and that's a major part of why their safety record is so good.
The DA40 is one of the nicest all-around airplanes I've ever flown, and very enjoyable if you get a checkout from a good instructor. Have fun!