I too have the Nokia Lumia 710 and love it. But, to warn you that before that I had a nokia, so to move to a touch screen/voice activated text, internet, etc 710 was a major step up for me. BUT my friend hates hers, saying that becuase she had previously had the i-phone 4, she couldn't get on with the 710. If you are stepping 'down' from the i-phone 4, surely very little is going to satisfy?
Without a doubt, the best smartphone on the market right now is the Samsung Galaxy Note 2. But, with a 5.5 inch screen, it's not for everyone. If the size is ok then I simply cannot recommend it enough, it's going to be a while before I am likely to see a phone I would want to replace mine with.
If that's too big, then the Galaxy S3 is very nearly as good, in fact they are virtually the same phone apart from size and the s-pen goodness of the Note.
The HTC One range is very good as well, although the One X+ (latest model) was an incremental improvement over the original One X, so I'd be expecting HTC to deliver a proper upgrade around Easter, which personally, would put me off the One X+ as I imagine I'd start getting jealous soon!
Nokia should probably be avoided at the moment. They have great cameras, but everything else suffers for it. Those running Windows 7 are already out of date and those running Windows 8 have a still very limited app store and the whole Windows ecosystem is way behind Android right now. Perhaps in a couple of years.....
I agree that the best phones right now are the S3 or if you can put up with the size the Note 2. The latter is really more a phablet than a phone. I have the Note 1 which is almost identical in size and it really has replaced my ipad. I barely use it now.
The HTC One X on paper is a great phone but let down by it's poor battery life. Not helped also by the fact they sealed it in like Apple. I'd seriously get the S3 if you are after a phone. The One X+ is really just the One X with a bigger battery and a few tweaks. More an admission I think that they undersized the battery in the original.