A good friend of mine showed me the cute webpage of the “SLR Camera Simulator”. This simulator gives you the chance to interactively play around with a virtual camera that features the major controls any serious photographer should master: focal length, aperture, shutter speed, and ISO sensitivity.
If you are new to photography, this is a great way to get a feel for how a camera responds to your input. Of course you could (and should) also use a real camera to play around, but at least this little girl is more patient than any real-life human child. And the site gives handy feedback, too.
Summary: Newer Nikon DSLR cameras seem to choose unnecessarily high ISO values when using a flash in combination with auto-ISO – specifically in “P”, “A” and “S” mode. I have verified this issue for the Nikon D7000 and the D3100, and from forums I deduce that it also goes for the D5000, D3000, D5100 and D300s.