I have a bunch of 4020's and one 4525. It's much bigger and beefier than the 4020. Having more room in all three axis is kinda handy. It uses the same motors and amps as the 4020 so that's good. If I have one complaint, It's the Dual arm tool changer. The regular umbrella style on the 4020 is slow but doesn't require much to keep it happy. The dual arm needs to be adjusted just right and god forbid you crash it. Also,parts for the 4020 seem more availble and usually cheaper.
You can find 4020's priced for quite a bit less than a 4525 so unless your getting a deal, I'd go with the smaller machine.