One S and XL use the dual core S4 chipset.
X+ and X use the quad core tegra 3 chipset.
The S4 chipset is far better, more performance per core, way more power efficient and doesn't give anywhere as much heat out.
One S has a qHD SAMOLED display and the XL, X+ and X has a SLCD 2 IPS 4.7 720P screen.
One S - 16GB storage
one XL and X - 32GB internal storage
one X+ - 64GB internal storage
No SD slot on any
All have NFC apart from the S (it might actually be supported but not enabled.........)
The one S has an aluminium uni-body (black model has been micro arc oxidised and the grey model is anodised aluminium) where as the X range have a polycarbonate uni-body.
The X+ has a bigger battery than the XL and X (2040mAh VS 1800mAh). In real world usage, the XL, X+ and S are the better phones for battery life (you could fit the X+ battery in any of them though [same dimensions] but you would void your warranty as soon as the phone is taken apart)
Audio is better on the XL and S.
The XL and X have the better front camera than the S and the X+ has a much better front camera than all.
Back camera on all phones is the same, although the S and XL look smoother overall for 1080P recording, probably due to the CPU chipset.....
Software wise, they are all the same, although the X+ comes with the newest version of sense and android, however, the X has just started receiving that update today and the S apparently is getting it next month, not sure about the XL, I imagine it will be before the end of the year as well.
Also the XL supports LTE, the others don't.
Essentially decide between the X+, XL or S.