Like Nick said, the Saga Ki-Adi Mundi is the most different of the four as far as sculpting goes. His right arm is articulated at the elbow (bending at a 90 degree angle) and he has a magnet in his right hand, but other than a new paint wash, and the blue lightsaber and blast effect, it's the same as the Episode I figure.
OTC/HOF R2 is just a "clean" version of the Naboo Escape POTJ R2 figure, much in the same way that there is a "clean" and "dirty" version of the Biker Scout from POTJ. Nothing more, nothing less.
The Saga Yoda (Jedi Council) is the exact same figure as the Episode I version with a magnet in his hand and a lightsaber. There is a very different paint job (I suppose to obscure the "that Yoda doesn't look like Yoda at all" TPM puppet sculpt) but otherwise it's the same figure. Complete waste of plastic.
Again, as Nick said, the Hoth Vader is a reissue of the Imperial Forces Vader, which was, in turn, a "solid" version of the POTJ Emperor's Wrath figure. I actually think that the IF version works well as a generic Vader figure, myself, and the Hoth version is one of the few repaints that I actually wanted to pick up (naturally, I never saw it at retail, and with the clearance sales on OTC, I probably won't at this point). Having looked at it though, if you have the IF 4-pack, you probably could pass on the Hoth version.
Since we're on the subject of repaints, can someone who has the Naboo Final Conflict TRU four pack tell me what sculpt the Battle Droid is based on? I haven't picked it up yet (and due to money woes, I probably will wait for a clearance), and was just curious which well Hasbro went back to this time around.