If you don't want to upgrade to a DSLR, I would highly recommend the Panasonic Lumix series. The TZ5 is the specific version I have experience with (newer versions are now out!) and it was GREAT! I would like to buy another one actually just to have a smaller camera around. You're definitely not going to get the image quality you will in a DSLR but it's the closest thing, IMO. I think it takes better outdoor shots than indoor tho. It has a sports mode too so you can get
decent action shots. It's small too but has a nice lens. It took AMAZING concert pix. It has a 10x zoom. Everyone was so jealous of my pictures from concerts. Also, you can never go wrong with a Canon powershot. I had wonderful results with this one:
Canon U.S.A. : Consumer & Home Office : PowerShot SX120 IS
Here are some examples of shots taken with that Canon: