I'd suggest that you look beyond macro to make a decision. As far as I know, the CP9xx, 4xxx, and 5xxx families all do excellent macros. A couple of considerations:
1. Do you really mean macro, or do you mean focus close to the subject? It seems to me that camera manufacturers are doing a bit of misleading here. Close focus (what many advertise as "macro") is the ability to get the camera right up to your subject. Macro photography refers to filling the frame with less of the subject, ie magnification ratio. These two concepts are not necessarily linked. A classic 35mm example: I had both the 60mm and 105 mm Micro Nikkors (Nikon also makes a 200mm). Both could product an image on film that was 1/2 the size of the subject (1:2 ratio), and you could add an extension ring to get to 1:1 ratio. The lens choice depended on the perspective and lighting you wanted to create and the available light (and the giddiness of the subject).
If you want the ability to get really really close to your subject, then go with one of the swivel bodies (I've got a 990). On the other hand, if you're interested in the magnification ratio, I've found the 5700 will give 1:1 images if you're careful, and the longer focal length possible seems to let me get a bit farther from the subject...ergo, more light is available for the image. With a 5 Megapixel image I can crop bunches and improve the final magnification ratio.
2. What are you going to do beside macro? If you're looking for nature or other images that require telephoto work, you'll want the 5700. The lens on it exceeds the focal length of the swivel bodies + 2X teleconverter, and it's much easier to use for tele shots.
3. On the other hand, if you plan to do a lot of close-in work, the 995 or 4500 is a better choice because there are wide angle accessories that give them very nice short focal lengths...and even fisheye (5000/5400 don't have as many wide angle choices).
4. For portrait work, either type will do as typical portrait focal lengths are within their built-in range.
5. 995 vs 4500/5xxx: How much are you going to crop/enlarge? If you're just going 8x10 from a full frame, any of these will be fine. If you plan to go larger, or you're going to crop the image, you'll want one of the 5xxx series to preserve reasonable detail in the print.
6. Are you doing much vertical composition? If so, I think the 5700 with the MB-E5700 is hard to beat...but that comes at a big price. I use this combination and it's amazing. Plus it lets you use regular AA batteries and lets you change batteries without removing the camera from a tripod (if you're using one).
7. Do you care about chromatic aberration (purple fringing, etc.)? The 9xx cameras have much more of this than the 4500 and 5xxx cameras...and it's readily noticeable. Same with white balance: the white balance and saturation seem much improved in the newer cameras.
There are other factors as well, but these are some of what I'd consider the most important decision starting points.
If it's any help, I've got a 990 and a 5700/MB-E5700. There seem to be a lot of readers on this forum who have 5000 and 5700. I've only shot several hundred pics with the 5700 so far, but it's definitely a winner once you figure out how to control it (this is NOT you're everyday point and shoot gadget, but it's pretty easy to use with a little experience). I carry the 990 for those extreme wide angles, and also for extremely distant subjects (I rigged a shoulder pod setup with the 990 and a 15X binocular...but that's another story)
There's no such thing as a single camera that does everything: it's all about tradeoffs. Maybe you could bring a Compact Flash card to a local dealer and shoot some pics with a 4500, 5400 and 5700. Get the feel of the camera and what its focal lengths will do, then go to a computer and have a look at the results.
Side story: I actually did this. I brought my 990 to a camera store and shot side by side pics with it and a 5700. The difference was like night and day. The 5700 focused on subjects the 990 couldn't. Color balance on the 5700 was almost perfect, but the 990 missed. Detail and sharpness (Photoshop at 100%) was noticeably better on the 5700. My wife and I couldn't believe the difference. But I had no idea about it till those pictures: reading this forum and reviews helped, but there's nothing like the real thing.
There's my long-winded advice. I hope it helps.
Abbott
i currently have been using a Sony p7 and have always used sony's.
Now I have been into shooting aquaria which requires mainly macro
shots. I just recently borrowed my friends 995 and was amazed by
its macro ability. So now I am on the coolpix wagon. I love the
size of my sony so thought maybe I could just get rid of teh sony
and get a all around camera..so was thinking of the 5000, 5400, or
5700 series since its not an odd shape like the 995 and 4500. So I
ask what would be my best bet. I can get a 995 for a super cheap
price and then keep my sony, or get a 5000 + series and just have
one camera. I see that the 5000 is getting better reviews then the
5400 but not sure about the 5700.