They are both fantastic phones. I owned the DX for two weeks, and now the Fascinate.
DX Pros:
+ better call quality
+ slightly better signal
+ notification light
+ battery life might have been a touch better
+ slightly larger resolution
Fascinate Pros:
+ screen. It's been said a million times, but this screen is unreal... so good.
+ form factor, light weight!
+ easy to use one handed
+ much better camera and movies
+ 3d perf is awesome
At the end of the day, I have zero regrets letting go of the DX and going to the Fascinate. I like it quite a bit. The DX is a great device, but it's a beast, and the biggest issue being that it's hard to use with one hand. The SF is great with one hand, pocketable, and good looking. I wouldn't go back to the DX, but I can understand why folks like it, it's a good phone also.