Much depends upon what options are configured on the different machines. Mid pto, optional SVC's, extra lights, HD bucket, cruise, eHydro vs PowerReverser tranny, etc., etc.
Important to (as much as possible) compare apples to apples. So, the stated cost of the different machines needs to be closely looked at for those differences.
However, the 4000 series machines are considerably larger and have features that make them a more heavy duty work platform. Planetary rear-end gears vs spur gear rear differential on the 3000 series. 2,500 psi hydraulics vs 2,200 psi with the 3720 and 12 gpm vs 8.6 gpm hydraulic flow rates. ETC, ETC.
That aside -- the basic questions that should be addressed are -- what kinds of work do you have in mind for the machine? How large is your place? How much money is in the budget?
You'll get quite a bit of experience and information from fellow TBNer's if they have some ideas about what it is you'd like to do with your tractor...
Best of luck.
AKfish