The D5000 has Nikon's excellent Active D-Lighting dynamic range booster, which now has four levels of compensation, as well as automatic and off modes. It's a very good system, flattening out the contrast curve to boost shadow detail and subtly dim highlights to avoid burning out. You only really notice the effect in very high contrast situations, but it does work well, with no detectable negative impact on image quality even at the highest setting.
In order to control the camera's considerable versatility the D500 has a dual menu system. The main shooting settings are displayed on the monitor along with basic exposure information, a match-needle meter and a graphic representation of the selected aperture. However to change any settings, such as drive mode or ISO sensitivity, you have to press the bottom left button to bring up the settings display, navigate to and adjust the setting with the D-pad, then press OK to confirm. It's quite a fiddly operation and requires two hands. Other similar control systems on rival camera are a lot more slick and easy to use. Fortunately the main menu is a lot better though out, and includes a very handy "recent settings" page that allows you to quickly undo any changes, and an extensive custom settings menu.
There is also an extensive retouch menu, including D-Lighting adjustment, red-eye correction, cropping, rotation, distortion correction, perspective adjustment, a variety of colour balance and filter effects. There is also a useful in-camera Raw processing option, as well as multi-image overlay and stop-motion animation. It's almost as much fun playing with the retouch menu as it is taking pictures with the camera.