Like others have said, you'll definitely miss all the array of quality 1st party apps that Nokia deliver for Lumias that add extra value to your purchase and continue to add value long after. But also the exclusives and tie-ins that Nokia strike with 3rd party apps and games in hard to take sometimes for us non-Lumia WP users. You might also miss the fact that the 820 has expandable storage 8GB + upto 64GB, the 8X is stuck with 16GB max.
I have an 8X and all I can boast about is the beautiful unibody design, the feel of it in your hand and its relative lightness in weight. I can't think what might be tempting you otherwise. The 8X rear camera is average at best, does not have all the Nokia bells and whistles in software, the ffc does have a handy wide-angle lens which makes taking self portraits a joy but that's about it. The screen is good and the high resolution makes for excellent viewing of photos and websites with fine text but the battery life is average but since I charge every night like clockwork, it's not a problem for me.
The only HTC feature worth talking about is Attentive Phone and I think Nokia have now caught up with similar settings. The HTC app is the only other highlight and only then because of its large clock/weather Live tile. HTC have not innovated at all since releasing the 8X. Their paltry set of stock apps are an embarrassing afterthought of product development and in fact they've gone backwards since WP7. On my old HD7, I had DLNA which was really cool. Where is that on WP8? Stick with Lumia, I would suggest, it will definitely be my next phone.