I bought this beauty over a year now, Shouldn't be surprised as it is an Olympus and this should tell all.
It comes as a two lenses package, 14-42 and 40-150.
As usual Zuiko lenses are on the top quality, excellent light rating 3.5-3.6 and 4-5.6 respectively.
Extensive menus that will take you some time to get used to and to explore. Once you get the grip on the settings and how to use them to your way, these menus will become intuitive and easier to use as everything is on its place.
You can save the pictures, on jpeg SQ, HQ, SHQ and on ORF as RAW. You have still the option for RAW + SQ which will save two pictures one in Jpeg and another in ORF (ORF stands for Olympus Raw Format). Depending on the capacity of the cards you use and the software for editing you can choose from all of these formats.
Remember when taking pictures what you want to do with them. If is just for small screen TV’s or your laptop/desktop and you don’t want to spend a little fortune on editing software, keep on Jpeg format and SHQ will make wonders. If by the other hand, you are like me a photomaniac you want the best from your E-410 and you will go for the RAW format. The software that comes with the camera is reasonable but can’t understand why I have to pay for Olympus product. Other excellent packages are available with better quality and for the same price (i.e. ACDsee). If you decide to purchase this kind of software, make sure it recognizes ORF extension as not all of them it will. This is definitely a down side for this product.
The colour display on the back gives you what you will get on the card but obviously in a lower definition, don’t you worry if you can’t se the photo very clear, it will show properly on your pc. Or you can opt to use the normal reflex window as the old film cameras, this speeds up the interval between photos and shows all the setting in the display.
The flash has a very effective “red-eyes” reduction system and you can choosefrom a hand full of settings. Or leave it on auto and the camera will do it for you at expenses of a longer period for adjust of flash light, aperture and speed.
Still have not explored the “scene” ability and therefore will skip that one.
Although the battery is excellent and will last forever even using the built-in flash is easier to buy a small card reader to download the pictures from the camera.
The battery charger is easy to use and to transport as is almost the size of the battery, this allow to have more then one battery (never felt the need for it as the battery last for a long time and takes just a few hours to charge)
It brings a USB cable, a TV cable which allows to watch the photos directly from the camera or as an camcorder.

Just to give you an idea, I have one Xd card (Olympus original) of 512mb. This gives me around 30 photos. I have another two cards, a 4 GB CF (Compact Flash) card and an 8 GB CF card which gives respectively around 230 and 460 photos. Remember that I only take RAW pictures and the files can have from 6.5mb to 10mb depending on conditions and settings you use. You can always take your laptop with you on holidays and save the photos on your hard drive if think that you will take more then 600 pictures. Not as difficult as it seems…