Proximity alarms are useful for reminding of up-coming info controls, but they don't have any more general usefulness. You have to set them up individually. And they may be limited in number too - older Etrexes were limited to just 10 proximity points - I don't know about the 30 or 30x. Bleeps to mark turns are just a general feature of navigating a Route and shouldn't need to be set up in any way - though a lot of people have commented that the feature doesn't seen to work very well in the Etrex 20/30, and certainly not well if at all, when navigating (using Where To) a Track.
Downloaded files for audax - I would always assume it is a Track file unless instructed otherwise. The problem with sites like RWGPS is that you are given options to download either - but all that is is RWGPS doing a crude 'conversion' between the formats - you can easily download in a format which is not what was intended. Many other planners are the same - not only RWGPS.
Some FUD about the use of Routes up-thread - all you have to do is opt not to auto-route and none of the misgivings apply - you don't get led astray and you have 250 points.
To address the subject line - I recently bought a 30x and the display is markedly better than the 30, sharper and crisper and easier on the eye, a very worth-while improvement. In other respects I don't see much difference.