Well since no one actually answered your question, here is my response.
I had a brand new fully loaded SRX as a rental while they were putting new tires on the FX.
The SRX had an excellent (smooth) ride, as a Cadillac should. I absolutely loved the heated steering wheel. The air conditioned seats were excellent, however it is my understanding the the 09+ FX has an option for this.
As far as performance, there is absolutely no comparison to the FX. The FX has a stiffer suspension and a much more responsive engine in terms of torque and HP. Even the stock exhaust on the FX (in my opinion) has an 'agressive' sound. The seats are stiffer than the SRX in the FX, however I prefer this style (some may not).
The only thing in my opinion that the SRX beats the FX in would be interior features (which I believe the 09+ FX has addressed nearly all of these in available options, though I can't confirm...). As far as performance, and "fun-ness" to drive, the FX completely dominates the SRX.
I also think the SRX is hideous, I hate the "square-shaped" back end, the FX's curves are much more appealing. If you are looking for a super smooth ride/family type car, the SRX is probably the way to go.
If you are looking for a performance-oriented head-turner I'd have to pick the FX.