I adore all three versions of X - the manga, the TV series and the movie.
The TV series is probably my favourite version. I love the style of the animation, and the music is awesome (the piece that plays in nearly every episode, "Sadame" (Destiny), sends shivers down my spine and sets the perfect mood for the series). It's depressing in parts and uplifting in others, and I love the fact that it has so many characters who are all so well-realised (even the "villains", though there are a couple they didn't get round to).
The original manga is also beautiful, but I don't like the art quite so much. The story fits together a little more logically than in the TV series, and everything gets explained in more detail. I've only actually read up to about halfway through, but I have up to vol 17 sitting on my shelf, and I look forward to reading them. It's a shame it's not looking like CLAMP are going to do any more work on the series anytime soon.
Finally, the movie. It's a beautifully animated movie about a load of pretty people dying horrible deaths. It also has a story to accommodate this - one with a lot of concepts that really interested me and made me really, really want to get the manga and TV series (the movie was the first version of X I saw). I love the movie but recognise that it has major flaws. It's style over substance. (However, I don't understand how people can say it didn't make sense. The plot is paper-thin... what's to not make sense?)