There are some really nice M43 primes, but if you are considering a zoom, then there are two that come to mind. The 14-45 that I mentioned, and the new 12-35. The former is considered one of the best kit lenses of recent years, regardless of platform, and is nice if you are planning on shooting any video with your camera as it has OIS bulit into the lens. It is not as small as the Oly 14-42, but it is considered a better lens.
The 12-35 is a constant f/2.8 lens, and is about the same size as the 14-45, but it is quite an expensive lens - $1,300. Then again, you are getting the M43 version of a 24-70 f/2.8, so it was not going to be cheap. There are other zooms, but these two rate highly. I will also put a plug in for the Oly 40-150. I recently made a 20x20 print from this lens, with a Marumi close-up lens attached IIRC, and it was quite sharp. It can usually be purchased used at very reasonable prices.