I would reiterate what others here have said, when I was looking (very recently!) I went and tried the compact super zooms and was ultimatly left dissapointed, my key requirement was that when I pressed the button the camera took the image, with no (or as minimal as possible lag) the compact superzooms are not like this. Though they do have a nice focal range and would save changing lenses I felt like I was compromising on too much (though you will have to compromise somewhere depending on budget).
Anyway, I got an e400, it was a very good price and feels very like my olympus film slr. My only criticism is that it lacks image stabilization, but I found that at 300mm I can hand hold fine until the light gets quite low (use a tripod then), not sure I would want to try it with a higher tele though.
The sony looked good but I ultimately decided I preferred the smaller build of the Olympus (the new lenses are very small and light yet are better quality that the cheap offerings from others.) as I'm going to be humping it around Kenya. (+I already seem to be planning on adding some more (better) lenses! so I can see how the weight, and money adds up, agg! At least my other half is impressed and will let me spend some more now..)
That said I know I will keep the lenses for a better body when the time comes.
Ultimately pick your price and see what you can get, don't forget to add up the cost of mem cards, filters, bags, screen protectors etc as well! (Play has good prices on 8Gb extreme III cards atm!) It certainly adds up.
Hope that helps,
If you have any more questions feel free