A second hand Audigy 2 ZS might be a better bet than the Audigy SE if you want something really cheap (sub £20). The price and the 'SE' tag makes me wonder if that Audigy SE is a cut down version of a regular Audigy (plus the comment above about Quake 4, because Quake 4 is fine on a normal Audigy).
Audigy 2 ZS and Audigy 4 are both excellent cards though. X-Fi is the latest from Creative with some cool features like much improved 3D sound through stereo headphones and the 'crystalizer' which improves MP3s for some people, plus support for the latest versions of EAX, and in audio-creation mode you can bypass the resampling or so I've read. Plus the X-Fi will be supported for longer in terms of new drivers.
Whether all that is worth the price difference is up to you. If you're not using the 3D headphones feature, and it turns out you don't like the Crystalizer (some people think it sounds harsh), then there isn't a big fundamental difference in sound quality between the X-Fi, Audigy 2 and Audigy 4. When analyzed for sound distortion and CPU usage, all three score very similar.