A new SX will have a 2 year factory warranty on components, just so you know
Circ pump is a nice option on that unit, but not required. I normally recommend it if someone is putting it on a deck close to their bedroom, so the noise is eliminated while the spa is circulation, but the 2 speed jet pump will work just fine. The circ pump is also nice if you just want to soak in the spa with no jets, while still maintaining heat.
Regarding the efficiency, I would say that the SX would be much better in South Dakota. The California Cooperage is a MAAX spa that uses their perimeter insulation, which does an okay job at the very best.
Finally, 220 versus 110. Depends on how you soak. If you are out there for an extended period of time with the jets on, go 220, especially during the colder months. If you are having to run a new line anyway... go 220v, it won't be much more that 110 as a new line.
Cost, depends on use... During the cold months if you are using it a lot, I'd say it be anywhere between $30-45 a month? During the summer... non existent on your electric bill. But that is an educated guess