neirbo gives good info.
I have
the TD10, but there are many parameters that I rarely use.
The TD8 has many of the same sounds and the more useful parameters for less cost. I also still use my D4 for many sounds
I have a fair amount of hands on with most of the Roland, Yamaha and Alesis modules. They all have good features and some bad features. I'm partial to Alesis (for better basic sounds out of the box) and Roland (for better parameter controls).
As neirbo said, if you need the module primarily as a converter and will be useing the MIDI out to trigger samples, then
a TD5, or even an Alesis D4 may do the job. But, if you want the module as your primary sound source, the better (ie: more expensive) modules will give you more sound shaping capabilities.
The other key thing (as neibo pointed out) is the number of audio outputs.
The TD5 only has 2, the TD8 has 4 and the TD10 has 8.
The Alesis D4 or DM5 have 4 wheras
the DMPro has 6. Most of the Yamaha's have only 2 out (although the DTXtreme - has 6 outs - I think???). If you want to have more control over what effects to use on which drums, etc. the more outs the better, even 4 outs is too restrictive.
In any case, you need to determine what you want/need the machine to do for you and then find the right machine.