The XT is a more expensive, faster clocked version of the Pro. The SE is a Pro with half the graphics pipelines I believe, and is not worth buying.
The 9600 XT is a rather good card, comes out just ahead of the Geforce FX5700 Ultra in some benchmarks and games, just behind in others. The Pro could probably be overclocked to come close to the XT's clocks, so if you're looking to buy then that option may be worth considering.