I considered the MX years ago, but stayed with my Nikon FM2n, the reason being, the MX syncs with flash at 1/60th against the FM2's 1/250th. Also although the MX is the smallest body around, this isn't always an advantage, for instance with lenses longer than 100mm, I would imagine it would be necessary to add the winder in order to form a "balanced" unit. With larger heavier bodies this isn't always the case.
For those that wanted a larger camera Pentax made the "K" series: K2, KX, K1000, etc. There was also the LX, which is larger. I'm not really familiar with the "P" and "A" series.