For better low light, not only should you look at a good focus assist beam, good flash (external TTL flash would be better with its own focus assist), but a lens with a smaller F number would open up more to let in more light. The A-40 has an F2.8-4.8 (the more you zoom in, the more the lens closes), the S-5100 mentioned above has an F2.8-3.1 which doesn't close as much as it zooms but doesn't open up any further. If you can still find it, there's the Olympus C-5050 which has an F1.8-2.6 opening, which opens a full stop wider than the others, and at full zoom it's open a little larger than the others at full wide.
Now I'm not specifically recommending this camera, but this is what I would look for in a low light shooter (especially if you get into situations where you aren't allowed to use a flash).
I own a C5050 you are right the ultra fast zoom lens really helps to produce sharp images in low light without a flash. Even better results can be obtained with an image stabilized camera, like Minolta A1 or A2. Users report that you can produce perfect images at 2 stops longer exposure than withoutand 1/15 sec works perfect