Jak909, you sure had a lot of negetive stuff to say about KTMs for a guy that hasn't seen many! "their parts aren't as nice": would that be those beautiful Magura bars, the super wide footpegs, the super smooth hydraulic clutch? KTM's are more expensive mostly because they come stock with nicer parts than other brands. Have a look and you'll agree. The only other cause is individual dealer choices: if you can sell for more, sometimes you do.
"Since you live in America, buy a Yamaha or Kawasaki"? Isn't Japan just as far away as Austria? In my experience, and from a couple of magazine comparisons, KTM parts and Honda parts are equally expensive overall. I've seen shocking prices on some parts (brake lever, ouch), but others are less expensive. KTM is growing in popularity rapidly, and with good reason: I love my 400 EXC.
In answer the the original question: SX is a pure motocross bike, 4 speed transmission, stiff suspension, light flywheel, no lights or accessories. EXC is a full enduro model: headlight, tailight, electric start, six speed wide ratio transmission, softer suspension, heavier flywheel. MXC is in-between, although closer to the EXC: it has no lights and its 6-speed is a close ratio, but is otherwise like an EXC. Desert racers might opt for the MXC.