The NW-A25 is smaller and lighter, has a superior UI and crazy good battery life (30-50 hours vs. 8-10) compared to the X3. I would argue that the X3 can better drive more sensitive headphones without an external amp.
For me, I ended up going with the X3 over the Sony for two main reasons:
1 - Sony is not gapless with mp3 and other lossy file formats (X3 is)
2 - The proprietary cable
These issues may or may not be important to you. For me, these were key as I travel a fair bit for work and my player is strictly for portable, on-the-road use (if I'm at home, I turn on my stereo to listen to tunes, not my DAP). This means that I want my player to store as much music as possible without carrying any extra cards, so the bulk of my tunes are 320 mp3s; hence the lack of gapless playback would just be annoying to me over long hours of listening on a plane or in my hotel room. Also, since the X3 uses a standard charging cable, I don't have to worry about misplacing / forgetting to pack a special, device-specific cable - I can just use one of the few I already have in my bag. More importantly, if I were to lose or damage my Sony cable while on the road, I'd be stuck until I could order a new one - whereas I can get a micro USB cable pretty much anywhere at any time (airport, hotel gift shop, nearest gas station).