I just have the kit lenses for the 510. (14-42mm f/3.5-5.6 and 40-150mm f/4.0-5.6 Zuiko)
Save your money: Oly has a 12-70 and a 70-300
(!) coming out in october! The 70mm will be a high grade lens, the 300mm will be a standard (kit) lens.
Right now the $800 50-200 f2.8 is the best birding lens for Oly (under $3000)- a new version (better version is coming out in the next month or so). I'm getting this lens.
For macro, there are quite a few Sigmas for the 4/3, but the good ones are prime. If I needed one, I'd get the 105mm - <a href="http://www.amazon.com/gp/search?ie=UTF8&keywords=olympus%20sigma%20lens%20macro&tag=nyfcom-20&index=photo&linkCode=ur2&camp=1789&creative=9325">Macro Lenses</a><
they have out now is great for macro too though. I'd expect the same from the 12-70.
There is also a 1.4x teleconverter that will work with all oly lenses.