There's a thread on H-T that goes over all the differences between coupes, hatches and sedans in the US. Use that to see some option differences.
http://www.honda-tech.com/zerothread/2055230
The trunk on the coupe has over twice the floor space of the hatch, but the hatch can carry taller and bulkier items because of the height. Granted that means between our coupe and hatch here, the only thing I can really think of that couldn't have been put in the coupe was the 42" television we could just barely put in the hatch (it was still in the box too). The coupe can carry longer items though.
Then as mentioned, the EX has all of this over the CX and DX hatch:
- Higher Horsepower Engine (hatches all have D16Y7)
- Moonroof
- Paint Matched Molding, Plate Garnish and Mirrors
- Power Exterior Mirrors
- Larger Wheels and Tires (dependent on year)
- Power Windows
- Power Locks
- Air conditioning (optional on both CX and DX)
- Power Steering (optional on DX)
- Cruise Control
- Tachometer (Manual EX only)
- Keyless Entry
- Larger Dome Light
- Map Light ('98+ EX only)
- Trunk Light
- Armrest (standard in DX and EX)
- 6X9 Rear Speakers (standard in DX and EX)
- Front Tweeter Kit (optional in all, but I've yet to see an EX without them)
- Radio (optional in CX, standard in all others)
- 10.3" Front Brakes (CX and DX have 9.5")
- ABS (optional on EX)
As far as differences between the CX and DX, I mentioned a few above, but also the CX has a matter black plastic spoiler that's stubby, while the DX has a longer two piece metal and plastic color matched spoiler. The CX has no rear wiper, but the DX does. The CX has no rear cargo cover, but the DX does.