I have a Logitech G27 and a G920 (with shifter) and a Thrustmaster T300RS (I game on Xbox and a PC and use the TH8A shifter. My T300RS came with the same T3PA pedals as the TMX in the box). I have also owned a Thrustmaster TX wheel in the past. Just for some context on my experiance.
The G920 uses a geared system for force feedback, the TMX has a mixed system using gears and a pully belt system. The TMX is slightly more powerful than the G920, but it is only by a small margin.
The pedals, in my experiance, are better with the G920 in terms of feel; and are of a full metal construction with just a plastic shell covering them. This makes them VERY secure if hard mouting them into a racing rig/stand designed for hard mouting. They also have a toothed carpet grip. You do need to be mindful of the cable if you press them up against a skirting board though, as the cable exits out the back.
The T3PA pedals in the TMX Pro set at plastic, with a metal mounting plate at the base to aid in fixing to racing stands/cockpits. I was always worried they would break, as they would lift during hard breaking. The cable can be moved to come out either side or the back of the pedals, with built in cable channels.
I personally upgraded to the T3PA Pro pedals that Thrustmaster sell seperatly to use with my T300RS, as the T3PA pros are full metal construction; and can be inverted into a GT style pedal setup (Basically how they sit in a real road car). And feel much more secure when hard mounted than the standard plastic T3PA pedals. In my experiance.
The shifter that you can buy for the Logitech G920 is full plastic, and uses switches to detect what gear you are in. It only has a H-pattern gear selection for 6 forward gears+reverse, no sequential mode. Can feel very much like a toy.
The TH8A shifter is mostly made out of metal, with a little plastic on the top of a diecast metal body and uses a hall effect sensor to detect posistioning for what gear you are in. There are minimal moving parts and no switches because of this setup, which increases potential longevity of the device. It has a replacment top that turns it into a sequential shifter, and also has an analog handbrake mode (Far as I am aware, the analog handbrake mode only works on the PC via a toggle in the windows driver software). It has 7 forward gears+reverse in H-pattern mode. Comes with 2 cables in the box. A din cable (you need to use this one with a Thrustmaster base on the Xbox one), and a USB cable (for use on PC and playstation 3/4 as an independant device).
To be able to use a seperate handbrake on the Xbox one, you would need to open up and mod both of the wheels you are deciding between. This would require you to open them up, voiding the warrenty (unles you purchased second hand), and solder on cables for your handbrake to a specific button on the wheel. Unless you purchased the Thrustmaster wheel along with the Thrustmaster TM Sim Hub multi-din adaptor, a TH8A shifter and a TSS sparco shifter/handbrake. Unfortunatly that is the downside with those wheels and the Xbox console. I also cant guarantee that setup would work in Forza on the Xbox, as FH4 and FM7 wont even allow 2 TH8A shifters in USB mode to work in tandem on the PC versions currently. So I have no idea how the Thrustmaster multi-din would work in Forza on the console
If you are buying for use on the Xbox console itself, I would personally recommend going for the Thrustmaster TX wheel. Its a full belt drive system like my T300, is much stronger than the G920 and the TMX in terms of force feedback; which allows you to run an overall lower FFB strengh in game while producing much better feedback fidelity compared to the G920/TMX. Is 900° of wheel rotation also. But that still gives you the same issues as with the TMX and G920 in terms of a seperate handbrake. The other alternative is a fanatec wheel setup, in which fanatec have a shifter and a handbrake in their eco system; and wont require any modding if you buy the right kit from them. BUT, as far as I know. Not all racing games on the Xbox nessicerally accept the fanatec handbrake. I dont have a fantec wheel, or have access to one. So I unfortunatly can not give much information on them. So you would need to research on that front yourself.
Anyway, I hope this helped.