Wow, I'm the only one who likes X5 more the X4. Anyway, here is my reason why.
I found the music in X4 to be rather annoying at times, waaaaaay too much techno for me. X5 had some really awsome synth metal tunes to it, but it still doesn't have my favorite soundtrack of the X series. Anyway, I also enjoyed how X5 sort of tied in the events of the classic series and that of MMX1, then again, so did X4, but not quite to the same extent. I also enjoyed the voice overs in X5 alot more. Something about Zero constantly saying "Get ready!" or X going, "Its time to get seriouse" just really got on my nerves.
Aaaaaaaand, thats all I can think of at the moment. Still, the best game of the X series is X3, but that's not one of the choices.