You're definitely considering some awesome cruise lines!
However, I would not put Holland America in the same category as Azamara, Oceania, and Windstar. Out of my personal 5-star rating system, they are 5-star cruise lines. Holland, on the other hand, is 4-star. But if you want to consider Holland, then I would seriously consider Celebrity. Just my personal opinion, but I think the food on Celebrity is better and their new Solstice-class ships are outstanding! I would rate them 4.5 stars.
And if you want to consider Azamara, Oceania, and Windstar, depending on your likes and dislikes, you might also want to look at Crystal (considered to be the best in the world), Regent Seven Seas, and Sea Dream Yacht Club.
And lastly, if you want something small, intimate, and unique, you should also take a look at American Cruise Line.
Just some other options for you to consider.
But that's the fun part about cruising is there are so many choices and trying as many as you can.