There are probably a lot of subtle differences between the MX and Trail bikes that would go unnoticed by a newer rider. But in general the SX is tuned to be a track bike. Lightweight, close ratio transmission, 5 speed tranny (I think), smaller gas tank and nothing for street use. EXC is at the other end of the spectrum being an enduro bike. E-start with added weight items like battery and stator, wide ratio tranny, 6 speed, and bigger gas tank (although many/most EXC riders end up going with a bigger aftermarket tank). And with an EXC you get some of the streetable stuff like lights and a horn. For KTM, there are also XC and XCW varieties that fall somewhere in between the above two. I think Farnham's is an XCW.
If you want to be able to do both track and trail, I think getting an EXC or XCW is advisable so that you can relatively easily get a license plate for it. In Colorado you often have to ride pavement and county roads to string trails together, so having a plate eliminates the worry of connecting on a county road.
I feel like the 450 is the best balance of weight and power, and a great all around bike in the 4 stroke variety. But a 400, 450 or 525 is pretty close to the same bike, with minor size differences in the engine, so all of those would be good sizes. 600+ is too big IMHO unless you are doing more pure enduro and XC type riding. You could also consider a 300, which is a large two stroke. VERY powerful and fun, easily streetable, but you have to carry your oil with you on longer trips. And you have to do top end rebuilds fairly often. 4 strokes are more like your trucks - put gas in the tank and change the oil often. You'll need to adjust the valves periodically, but other than that you get 1000's of miles of low maintenance fun.