As a long time fan of the TnT and Tom's work, I wish I could answer all your questions, but I can only attempt what I have experience with, which is the TnT, I have not handled a TMX.
The TnT is of course the original, so it has that going for it, it is also one of the finest, smoothest, most precise folders I have ever come across. While some of Tom's models are indeed slim and light, he also makes some that are thicker and more oriented towards heavy duty use, so, you can't really generalize, the thickness and weight do vary among his various models and sizes. I would say though that his knives are almost always light for their sizes and thickness due to the all Ti handle and lightening holes, including the opening hole, which I tend to prefer to a stud or disk, though he makes both.
This shouldn't be a problem though since you can just choose a model that suits you, he makes plenty that are very slim and light, in fact, he makes a version with scales that are flat, as opposed to the thicker, rounded type. He makes some with thin blades and some with thick ones, so, again, you will be able to find a TnT that is just what you are looking for, you'll just need to keep your eyes open and ask questions of the seller.
As for prices, they have come down a lot in the last year or 2, while once almost any TnT would fetch near $1,000 and up in the secondary market, I have seen in forums, new TnTs selling for as little as $550, which in my opinion, is a steal for one of the world's finest folders. The prices do vary of course with the particular knife, ie. model, size, damascus/Talonite/S30V, Timascus handles, etc. But again, you should be able to pick up a new or like new user TnT with an S30V or Stellite blade for $600 give or take depending on market and the exact makeup of the knife. That's not much over what Tom charges, as I said, TnT's have become much more reasonable and approachable in the last year or 2, I don't think there has been a better time to buy one frankly than now, if you do your homework.
I have heard good things about the TMX, wish I had one, but, I don't know, I guess in my mind, I like the originals, the hand made TnT's, and maybe I'm just too stubborn to try something different, I bet you'd be happy with either, but, if it were me, as a lifetime investment, I'd go with the TnT, but I'd like to see what others feel.
