I have a Canon SX230 HS. It's a good compact camera but I would like something better.
Do anyone advise me to upgrade my camera to a bridge Sony Nex 5 or it doesn't make sense?
Should I buy a reflex without pass through a bridge?
Those two models are very different types of camera:
Right in between you can find a compact camera like the Nikon Coolpix P7000 which uses a larger sensor than the SX230 but smaller than the NEX 5. Image quality and price will be in between the two. The P7000 also has plenty of controls and is more efficient to use than both the models you are considering.
Finally, if you want high image quality and speed, you have to consider a DSLR. The obvious thing to consider is would you get tired of carrying something that big and heavy? That is why a lot of DSLRs get left at home and people buy a second small camera.
That depends primarily upon whether (and if so, how badly) you want an optical viewfinder or really fast focusing. The focusing difference is due to using contrast-detection autofocus instead of phase detection. While slower, this does have an advantage of being more accurate. Other than that, these have some distinct advantages over SLR/SLR cameras (essentially all of which the share with micro-4/3rds cameras).
One major advantage is that the camera is much smaller and lighter than an SLR (or SLT). Another advantage is that since the front of the camera is quite close to the sensor, you can use an adapter to mount almost any kind of lens you want to it. Sony makes lenses specifically for it, and has an adapter to use Alpha SLR/SLT lenses, but you can get 3rd party adapters to use virtually anything else you feel like, such as lots of truly classic lenses (e.g., screw mount Leicas). This is a popular enough pass-time that in the last year or so, prices on lots of such old lenses have risen considerably (though that often means $30 instead of $15). Of course, using these old lenses means giving up quite a few modern conveniences (e.g., auto focus).
As far as image quality goes, however, the NEX cameras the same size of sensor (APS-C) as most SLRs, and they're quite a new design as well. Overall, image quality is extremely competitive with most SLRs. For what it's worth, micro-4/3rds cameras use a sensor that's somewhat smaller so they get a 2x crop factor instead of 1.5x, but they're still a lot larger than most P&S cameras.