I've had the privilege of holding both. The 8X is a gorgeous device no doubt. My biggest problem with it, is that it's not comfortable to hold IMO due to the way the sides are tapered. It's very lightweight comparatively speaking. The whole device is tapered on all sides and holding it while you would be talking on it (aka not flat in your palm), just didn't seem comfortable to me.
The 920 is the antithesis of the 8X. It's big, heavy (not too heavy damnit!) and it feels substantial (in a good way) in your hands. The edges are rounded, but the circumference is a little bigger than the 8X and it didn't seem to be uncomfortable to hold for long periods of time. However, if your hands wrap around the actual corners, they are quite sharp and might be painful after a period of holding due to the pressure points.
Everything else being equal, in terms of just holdability (is that even a word?), I would give a slight edge (pardon the pun) to the Lumia 920.
Now whether or not that matters to you only you can answer especially considering the 920 is on ATT only while 8X is on everyone but Sprint. The bottom line though is they both have their strengths and weaknesses.