The A, P and X in the cokin filter system refers to the size of the filter.
A is the smallest, P Large, and X is even lager...
If you were thinking of buying the filters, I'd reccomend you went for the P system at first - it gives you good coverage, so you can use a fairly wide angle lens without rish of vignetting.
If you use extreme wide angle lenses, or medium or large format cameras, then you might be better using the X Filters, though they'll probably be more expensive.
Not sure what the letters stand for - possibly Amateur, Pro, and 'X'treme?