Hi Simon,
I have the 405. The main problem with the bezel is that the display can change if you knock it or it rubs against your sleeve. Also, if it is raining, and the bezel gets wet, the display can go haywire. This can be overcome by locking the bezel, but this needs both buttons to be pressed simultaneously. I often miss this and either start/stop the stopwatch or get a lap where I didn't want one. If I was buying again, I'd get the 610 for both the touchscreen and also the vibrate function. I often miss the beep when I hit the mile-point, even if I'm not wearing headphones!
I'd be careful with the 405cx that you quote the price of on Amazon, I don't think that includes the chest strap. It also doesn't mention the ANT+ stick, both of which are fairly important.
One thought for in the gym, you could just buy a replacement Polar chest strap that works with the equipment in there.