The most visible difference between the phones is the triple-camera system: with the 11 Pro and 11 Pro Max, you can swap between a 12-megapixel wide-angle camera, a 12-megapixel telephoto camera, and a 12-megapixel ultra-wide camera — so if you want high-end photography, these are the phones for you. That said, both camera setups are good, and look to be improvements over the cameras of their predecessors.
The other visible difference is size: The iPhone 11 has a 6.1-inch display, while the 11 Pro is smaller at 5.8 inches and the Pro Max is bigger at 6.5 inches. (These are the exact same dimensions as their respective predecessors). If the XS Max was too big for you, don't get the Pro Max; if the XS was too small, don't get the 11 Pro.
Both Pro models feature Apple's "Super Retina" OLED display with 2436 x 1125 resolution, while the iPhone 11 has an LCD display with 1792 x 828 resolution. That means all the models have the same resolution as their respective predecessors. In theory, this means you'll see better contrast and more accurate colors on the Pro models. In reality, the XR's screen is already one of the brightest and more colorful smart displays out there; you're unlikely to notice a huge difference difference unless you're holding the phones side by side.
There are a few other differences that you may or may not care about. The iPhone 11 has a few more color options, the Pro models are a bit more water-resistant (according to Apple), and the iPhone 11's largest storage option offers 256GB while the Pro goes up to 512GB.
For a more detailed phone recommendation, stay tuned for our full reviews of each device.