The Civic Sedan DX is well-equipped for an entry-level car, but if you have a couple more grand to spend on the LX, you'll of course get more good stuff.
That stuff includes some exterior differences; for instance, the door handles and side mirrors are body color instead of black, and the wheel size is increased to 16 inches. Inside there are audio-related changes: you get a 6-speaker system that comes with speed-sensitive volume-control and plays MP3s.
Inside, the door pulls sport a nice satin finish and the air conditioning system filters the cabin air as it cools it. For safety, the LX comes with ABS, air bags (including side-curtain units), and active head restraints for the front occupants.