1. Rekordbox automatically analyses and detects beatgrid. I don't believe it can import hot cues from VDJ
2. I haven't personally seen/used the screen on the XDJ-RX. However given the range of equipment I've used over the years, I tend to not use/rely on the screen much, short of track selection obviously.
If you were going to get the SZ you could very well move to serato software as well, which is much better in all aspects than VDJ. I've only personally used rekordbox to prep USBs for CDJs, so I'm not sure how stable/polished the controller support is at this stage.
As far as what controller to choose, need to ask yourself the following questions:
-what are you going to use it for? If you're practising to get into clubs, the XDJ-RX is probably your best bet as it's the most similar to a CDJ setup out of the 3, as you can practice DJing off USB sticks and no laptop
-how important is having/not having the laptop to you? If you want to keep to a controller setup, the SZ/RZ give you more features for your money (4 decks etc.)
-Budget?
Hope this helps