FL400 is not really a legitimate cruising altitude here in the States at this time, but it will become one a year from now. Currently, the standard IFR cruising altitudes are based on the hemispherical rules. At FL290 and above, aircraft are given 2000' separation. For example, on easterly courses, your altitude assignments would normally be FL190, FL210, FL230, FL250, FL270, FL290, FL330, FL370, FL410, FL450, or FL490. For westerly courses, you would get FL180, FL200, FL220, FL240, FL260, FL280, FL310, FL350, FL390, FL430, FL470 or FL510. Actually, the rules extended up to FL600, but I know of no currently operational civil aircraft with a certified ceiling greater than 51,000' - so it's basically a moot point. These altitudes are known as "hard altitudes" - I'll explain more later.
Like everything else, there are exceptions to just about every rule. It is not at all uncommon to be able to get "wrong way for direction of flight" altitude assignments - for example, say you want FL410 instead of FL390 on a west bound leg. ATC is usually quite accomodating, especially at altitudes of FL410 and above.
Is there a way for you to have actually been cruising at FL400 on your west bound flight? Yes. What the captain probably requested is a "block altitude" assignment. For example, s/he probably requested a block altitude of FL390 through FL430; if ATC grants this, you could legally pick any altitude between 39000' and 43000' to cruise at. Block atitude assignments aren't quite so common, but they're not unusual either.
Just about everything that I mentioned previously is about to change next January when ATC impliments DRVSM (Domestic Reduced Vertical Separation Minimums) here in the States. (These have been gradually introduced world-wide for a few years now.) Basically, these new rules require special aircraft and flight crew certification in able to operate in the airspace between FL290 through FL410. When the new rules are enacted, there will be 1000' separation up through FL410 instead of the current FL290. The easterly altitudes will become FL290, FL310, FL330, FL350, FL370, FL390, and FL410. Westerly altitudes will be FL300, FL320, FL340, FL360, FL380, and FL400. You can see that these changes will double the capacity in those altitudes where the vast majority of jets hang out.
Now, to answer the original question...
In my case, I spend most of my time at FL390 and above. Typically, we flight plan initial crusing altitudes of FL390 or FL410. We go to FL430 on nearly every coast to coast trip regardless of direction and FL450 isn't unusual either.