Just bought one this year. Darn good machine with a lot of power. It is a very well made and heavy duty. The JD Powertech engine is just incredible, which is why I bought the 4000 series in the first place. My uncle could barely pick up a 2400lbs boulder with his JD 3520 and 300CX loader w/pallet folks. I came in with the 4520 and 400CX loader w/pallet forks and I picked up the boulder with ease; the 400X loader would do the same thing. The 400 series loaders are super easy to take off so you can reduce weight for mowing applications and not burn as much fuel.
The 4520 from 2005 to 2008 has 53hp with a turbo charger and will burn a little less fuel (based on Nebraska Tractor info and testing). The 4520 from 2009 to present has 60hp with a turbo charger and air-to-air intercooler which will burn a little more fuel (based on Nebraska Tractor info and testing). However, the newer model versions have a standard ethrottle feature for the ehydro which help reduce fuel consumption and is great for loader work. The optional ePTO feature on the newer models also helps reduce fuel consumption a little more.
I now have 13 hours on my 4520; I ran it for 9 hours in three days, burned average of 1.11 gallons an hour and the engine is not even broken in yet. Very capable tractor and will last easily 20 years if taken care of.