HD Digital Cameras & Sound Recording?

I'm looking for a HD digital camera to use at a convention I'm going to next year, as well as general outings like concerts and events.
My main priority is the sound quality. I bought a HD mini camera two years ago as a last-minute thing before a holiday, only to realize while away that the sound became unintelligibly muffled if it was any louder than speaking volume. Obviously, if I'm recording concerts and loud, over-the-mic speeches I'm going to need a camera that can record sound at a high quality.

I've been looking at a Nikon P500, mainly because it's in my price range and a friend recommended it, but she hasn't ever used it at a loud event to let me know what the sound is like.

Does anyone have any advice on what I should get? I'm also willing to get a HD camera and attach a recording add-on, which I've seen done, but remember that I have to be able to carry both camera and attachment around in my handbag.
My price range is roughly $500AUD, but I'd still like to hear any recommendations of cameras up to maybe 800$

The mic in any digital camera is pretty basic and will pick up and extraneous sounds and will 'muffle' speaking. The ONLY way to get decent sound is with a separate mic, preferably a directional one with a muffler - just have a look at the TV news next time they are doing an outside broadcast to see what I mean. Really, unless you have an enormous handbag, you aren't going to be able to carry this sort of gear in it.

Nikon COOLPIX P300 as HD video is amazing! The focus stays sharp throughout. I don't think I'll be using the 1080p mode too often (I have a Canon VIXIA camcorder that records 1080p that I use for birthdays), 720p has made me very happy. Even the slow-motion mode can record in HD! Check out YouTube for cool slow-motion videos. A lot of new Canon models recently released can record in slow-motion but only very low quality, less than 640p.

- Nikon P500 is best for you.