I've currently got JHCNAL5.0 although I've seen JHACNBA15.0 (
http://xiaomi.eu/community/threads/4-6-6.24524/) and JHACNBA13.0 (
http://en.miui.com/download-82.html).
What is the difference between them?
I assume they are all using Android version 4.2.2 so are the MIUI features much different?
Your question indicates some sort of confusion between available versions.
Depending on your hardware, you must flash either a TD or a WCDMA version.
For each hardware version, TD or WCDMA, you have the option to flash an official Chinese/English version or a multilanguage one.
There is no JHCNAL5.0 version. There is a JHACNAL5.0 TD version and a JHBCNAL5.0 WCDMA version.
Also, there is no JHACNBA15.0 version. The latest official TD version is JHACNBA13.0, while the latest official WCDMA version is JHBCNBD15.0. The latest multilanguage TD version is JHACNBD15.0, while the latest multilanguage WCDMA version is JHBCNBD15.0.
The first link you provided refers to a multilanguage version, while the second one refers to an official Chinese/English version.
You can visit
http://xiaomi.eu/community/forums/miui-weekly-rom-releases.103/ to download any available multilanguage version, including the latest one, for both the TD and WCDMA hardware versions.
When you visit the official
http://en.miui.com/download-82.html download page, the TD hardware version is selected by default. You can click on WCDMA to change the selected hardware version. There are also some customized Taiwan, HK and Singapore WCDMA versions. For each hardware version, under Stable ROM, the Full ROM pack option is selected by default, where you can download the latest available official version. You can also select the Older versions option, where you can download all previous official versions.
Each newer version is supposedly better than any previous version, since this is the purpose of each newer release. In each newer version most known bugs are resolved, but there may be some new ones induced. There also exist some minor hardware revisions of the phones, so sometimes some specific software version seems to work better with a particular device.
It is always safe to install the latest version, whether the official or the multilanguage one, since you can safely revert to any older one. Some phone settings are not interchangeable between totally different software versions, so if you experience serious problems after an update, you may also have to factory reset the phone. This can happen if you change between official and multilanguage versions and especially when you roll back to previous versions. You can always make a MIUI backup before factory resetting, to be able to restore any previously customized settings later. If you have any crucial application customized data, it would be wise to keep an extra copy of your MIUI backup in an external microSD card, to be on the safe side in the case you accidentally fully format your device, or your device gets corrupted or being replaced for whatever reason.
If you are currently happy with the version you are using, you may stick with it for as long as it makes you happy, but I always recommend that you upgrade to the latest multilanguage version, even if you cannot tell the difference, because there can be signal or battery optimizations.