Micro 4/3 lenses are "M.Zuiko" instead of just "Zuiko". You can find all the info on Fourthirds.org. The SG, HG and SHG lenses are Zuiko, and are designed for 4/3 DSLRs. They will work on m4/3 cameras via an adaptor but the AF is much slower. Those f/2.0 SHG zooms are really expensive, too.
Panasonic only makes m4/3 lenses, named Lumix G. it also collaborated with Leica to make two Leica DG lenses.
Ah, thanks rhema83! It's all making sense to me now.

1. For those who own the 12-50mm lens, do you find it challenging when you zoom to 50mm and have to deal with f/6.3 aperture? Or to cope with low light, you buy another lens like the M.Zuiko ED 12mm f/2 or 45mm f/1.8?
2. Am I right to say that for those who opt for the 12-50 over 14-42, you would rather sacrifice the smaller aperture at the 50mm end for a slightly wider (12mm) and slightly longer (50mm) focal length? And 14-42 has no weather sealing?
3. How about the 14-150mm... anyone consider it? You get a decent wide angle and a very telephoto end with a relatively large f/5.6! I looked at the technical specs.... Seems like the optical performance of the 14-150mm is almost on par with the 12-50mm (even though they are at different min/max focal lengths).
4. I do notice for now, there seems to be very limited range of Zuiko m4/3 lenses offered for the Olympus. And for the zoom lenses, the apertures are not that large. Is it bcos m4/3 lenses are relatively new and we should expect more to be added in the years to come?