Does the Sigma EF 610 DG Super flash work on the Nikon D5000 camera?

If not, any recommendation on other flash with equivalent power to SB 900 but cheaper that would work on the D5000?

If you want "cheaper" (less expensive) the SB700 has most of the features of the SB900 but for a lot less cost.

Using a generic flash will have reduced features.

Unless you really need a flash (you plan on shooting a lot of events), you may want to save your money for a second lens

Yes, the version for Nikon will work just fine, with all the same features as the SB-900 (with 1 minor exception) including wireless slave control, even with your D5000.

The missing feature is head zoom to 200mm position.

More money, but better quality flash, is the Metz 58 AF-1 for Nikon. Still less than the SB-900, and doesn't zoom to 200mm.

Yes it works on the all nikon dslr

Sigma EF-610 DG SUPER Electronic Flash for Nikon Digital SLR Cameras

If you want to save some money & use a flash both on & off camera manually (no TTL) then I recommend a Yongnuo 560 (£60) plus a set of radio triggers (RF602's - £27). That will save you enough money to either get more than one flash, or to get a lightstand & some modifiers (softbox or umbrella).

I use Nikon speedlights & Yongnuo's on a D300 for most of my shoots;