The numbers for them is:
401 (built in zigzag and other decorative stitches)
403 (my preference but needs a top hat to zigzag and do the decorative stitches - it also has more stitch width control than the 401 or the 500)
500 (built in zigzag - pretty much the same internals - just has a different body than the 401)
503 (also needs a top hat to zigzag - same as 403 inside but has a different body)
The 404 and the 301 have slant needles but straight stitch only. All but the 301 have a drop in bobbin. There are some other models of 400 series as well. I also have a 411G and a 401G. (they were made in Germany and they are a bit different) They are ALL excellent machines. The 401G was found in the trash and in horrible, horrible, horrible condition. I started messing with it anyway and sort of fell in love. At one point I took it in to a repairman to get a cord (he's 92 and still going strong) He looked at it and his eyes got big. He said he'd never seen the 401G. So we looked it over and he said that one was well worth fixing up! So I did - it took me a year and a lot of trial and error. I learned SSSSSOOOOOOO much. It works. I had to clean dog poo, cigarette smoke, rust, gunky oil, the whole thing was frozen up - nothing moved. Then I tried to put an old Necchi foot on it and threw the timing off (blush) I found a service manual for the 500 and learned how to do the timing, clean out the cam stack, etc. We pulled the motor and DH cleaned it up. That whole machine works slick now!
This is on the vintage page but I thought it might be interesting to put it on here as well.