One has a bigger engine that the other
AH-HAHAHAHAHAHAHAHAH.... Oh my, I'm funny, aren't I?
OK, basically the 250 engine is bigger than the 125, with notably higher performance. Other than that, they're pretty much the same. IIRC, they even use the same basic frame. Components like the drive chain will be slightly uprated, but that's about it.
Only major difference is that you can't ride the 250 on a CBT cert.
The 400 is somewhere in between and I've never even seen one in the UK myself.
The 650 is really where it starts to make sense. Proper, full-size Cruiser with enough kick to have a play with and start handling the big rides.
Some 125 and 250 parts *may* be interchangable... Check ze manuals.