Penny,
As of the most recent software update, I think the only Amazon content that can't be loaded onto the SD card is books. Amazon video content, music and audiobooks can all be stored on the SD. There are settings under Storage for turning that on.
I haven't used an HDX so I can't comment on that, but I do have a 2014 HD 7 and I do like the new HD 8 more. I like the display better, I like the extra bit of screen room, and I like how it feels in my hands. The weight is about the same, I think? But it's thinner than the 2014 HD and I find it more comfortable to hold.
Hope that helps!