I have the EMX. I absolutely love it. I've tried a lot of gear, and I always go back to the EMX. It's limited. It's a pain in the ass to program sometimes. Everything it does can be done in a DAW for less money and less time invested. Thing is though, once you put in the time to really learn these machines, they are very, very powerful and fun to use. The limitations that make them not as good on paper make for an intuitive and creative workflow.
If you're only getting one machine, I'd say go for the ESX, make sure you get the SD model. Also, change the tubes! Replacing the stock tubes makes a HUGE difference in the quality of the sound. replacing the tubes also changes the character of the onboard effects (especially the reverb) from "crappy, distorted mess" to something very unique and useful. There's plenty of info online about how to do it and what tubes to buy. I got mine from a site called eurotubes I think, highly recommend.