I have the 8X and slightly regret getting it mainly because HTC is terrible at supporting their phones. The device itself is light, beautiful, etc...but I think the 920 is better.
1. Although it is heavier, it isn't heavy. The extra weight makes it feel more solid I believe and the polycarbonate of the 920 doesn't chip the way the 8X does (as happened with mine)
2. Color options of the 920 are infinitely better (personally a sucker for both cyan and yellow, whereas the neon yellow green and california "blue" aren't as nice)
3. Better camera, and it will improve with the amber update they're supposed to be getting
4. Speaking of updates, you'll get more support from Nokia than you will from HTC, especially as they are dumping everything into the HTC one right now.
5. More storage, 32gb over 16gb, which comes in handy since the 8x still hasn't resolved the "other" storage issue which will make that 16gb shrink a lot faster
6. Some nokia exclusive apps, such as cinemagraph, as well as games (mass effect!!), are awesome and won't seem to be on the 8x anytime soon
7. I'm also personally not a fan of the super flush buttons on the 8x, notably the lock/unlock button, although i've gotten used to it now
8. wifi charging, which i miss out on since I'm not on verizon
I clearly would have gotten a 920 if I had the option (I'm on t-mobile, where the 8x hasn't gotten wifi calling, at least not widely available, but the lumia 521 has), but I have the 8x. I worked at a MS store and got to play with both and still say hands down that the 920 would have been my phone of choice.