gameME is a hosted solution, meaning you don't need to host it yourself, and it also has more themes, is probably a bit more optimized than HLXCE, and has a mobile theme.
HLStatsX will work fine if you don't wish to pay $5+ a month, but it will require more resources and setup/tweaking.
If you don't know what you're doing, gameME might be for you, but HLStatsX works well and is pretty easy to pick up. The reason why people pay for it is because it's a 'premium' service, they'll handle any problems and you don't have to worry about it responding slow or issues with it, ever. Some communities don't want to deal with it.
Also, HLStatsX has been taken over by a member here who is rewriting it too, I can't wait to see what happens with it
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