Well, my CDX hasn't arrived yet, but I have listened to the machine it is based on, the Philips CD-104. This is a 14 bit machine, and has a very 'analogue' sound that sounds great though older stuff. They are a very solid and dependable mechanism, with laser failure almost unheard of.
The CD4500, (which I owned last year) is a newer player in terms of 16 bit resolution, and the fact it has datalink so can be controlled remotely and via a suitable Beomaster. Sound-wise it is more open and airy, but not necessarily better. A lot depends on what the rest of your system is, after all.
For me at least the CDX looks flashier in terms of that loading mechanism, but the CD4500 has the advantage of wall mounting, and also looks FABULOUS as part of a Beosystem 4500.
Hope this help a little