Depends on what you've got already.
I had a 50-200mm f/2.8-3.5 on my E-510 (the older non-SWD model) which I bought second hand from Harpers Photographic in Woking and it was a corker. Still one of the the best lenses I've owned and the only thing I have ever found which is sharper is my 35mm prime.
For me, the ideal 4/3 range would be the Oly 7-14 f/4, the 12-60, the 50-200 and then maybe a long prime if you need/can afford it. Macro-wise I'd have the Sigma 105mm or 150mm. I'd probably also have the Sigma 30mm f/1.4 as you can't beat a wide aperture prime lens and the Sigma gets very good reviews - Jonathan Ryan swears by it!
I used to use the
Four Thirds User website a lot as well as
Four Thirds Photo and they both have (or at least used to have) loads of good reviews and back to back tests of lenses.