My understanding on the differences (some may be wrong, have not researched it yet cuz I got not cash):

CP Pro - collective pitch heli....but due to the the motor ran tail and the small size it can be a bit hard to fly, and even harder to do 3d flying in

Trex - Belt driven tail....larger size to give more stability....And better quality parts giving less flex and more responsive moves

Blade 400 - same design as the trex 450 size but....It has even larger blades on the same sized body frame giving the heli even more stability than the T-Rex Also includes the belt driven tail and is a more capable bird.

I personally own and learned to fly on a CP Pro. It is a good heli, but can be frustrating. I have upgraded to brushless, dual tail motors, and G90 gyro. And it can still be hard to fly at times. Once I get some money I am going to be looking at going to ether a CP 400 or a trex....I personally am hesitant on the Blade 400 because I already have a Futaba 7C and PCM receiver. And would like to stay with the PCM line. So if I go CP 400 I might get one used that does not have a transmitter. Otherwise I will likely be getting a trex.

My advice based on the info I know....Go directly to the Blade 400. It is a cheaper package to start out with, and just because it is more capable does not mean you have to fly 3d at the start. You will find the bigger bird easier to fly than a CP Pro. And tail motors are just frustrating, a belt driven tail is better for everyone, 3d or not. With the Blade 400 you will have a cheaper package but it will give you a transmitter you can use in the future, with the CP Pro you will need to buy another transmitter like I already have before you can get any more birds. If I was getting into the hobby now instead of about a year ago, I would have gone with the Blade 400 no question about it.