The major differences are the HX series is machined a little differently, which aids in preventing chain stretch from happening as quickly and increases over all tensile strength. The pins are mushroomed which also adds durability and helps with lateral flex. The increased cost is due to increased machining/production process.
Other than those two things they are pretty similar, if you ride a ton i would spend the extra, if you don't ride often then go the cheaper route. I have had some experience with both and they do seem to last a bit longer especially if you are a heavy rider or really power through things and are hard on your drive chain. if your more of a light agile rider that finesses through things rather than powering through then you would probably be fine with the standard 510.
Back when i spoke with KMC and was researching all their chains for work, i believe the number they told me was 30% strength difference between the standard and HX. I do not however know where this number came from or what sort of testing was involved to come to that conclusion.
I personally like their new Neochrome color, its like an oil slick rainbow kinda thing, looks good with lots of black :P