The only difference is the SF holds canned and custom tunes. The X3 only holds custom.
I have a original X3 that holds both canned and custom, which they changed the name to SF a couple of years ago, most members including myself never use the canned tunes once you try a custom tune. If you plan on running custom tunes, then buy the X3 from someone who includes the custom tunes in the price of the X3, it's cheaper that way.
If you go with the newer X3, just make sure you download the right software for it off the SCT website, don't confuse it with the older X3 software which takes the SF software. It would also be a good idea after your set up and running to save your stock file to your PC, then save your custom tunes and your stock file to a flash drive or another device separate from your PC, just incase your PC takes a chit and you lose all your tunes.