The major change is PDF support for the K2/K2i and the ability to rotate the screen. With this change, documents emailed to your Kindle email address will no longer automatically convert PDF files. So, Amazon has created a method of converting those PDF files that will work for DX users as well: just type "Convert" in the subject of the e-mail when you send a document for conversion.
The K2 and K2i also get improved battery life, while the KDX gets better PDF margin support and an extended period before the screensaver kicks in (20 minutes), which should help when studying, cooking or using a DX in meetings.
Those of us with the original Kindle are still on firmware version 1.2. I hope Amazon doesn't renege on it's promise to include us in the update next year that will allow better organization of content on the Kindle.