my $.02....
I shoot and reload for a Marlin 336 in .30-30.
I recently purchased a Saiga sporter in x39 and am setting up to reload for it also.
I'm far from an expert, but here's some thoughts.....
1.) I've not seen load data for bullets above 150 gr. for x39, while .30-30 loads are published for bullets up to 190 gr.
2.) According to Lee's modern re-loading....a 150 gr. x39 can be pushed up to 2,192 fps, while a 150 gr. .30-30 can be pushed up to 2,461 fps
3.) x39 allows you to shoot boat tailed spitzers, realizing a better ballistic coeficient. If you "play by the rules", your .30-30 lever rifle is limited to flat nose, round nose or core loct bullet shapes, which are less aerodynamic. So the x39 will shoot flatter. If you can pay attention to what your doing, you can shoot spitzers from a .30-30 lever......one in the chamber and one in the tube.....NO MORE THAN ONE IN THE TUBE!!! If Hornady ever pulls their head out, reloaders will be able to realize the true potential of the leverolution bullet.
3.) Strictly comparing the cartridges (i.e. both shot from a bolt action), the .30-30 has 2.45 cc of case capacity, while the x39 has 2.03 cc. That's why you can load up the .30-30 with 36 gr. of a slower burning powder like Reloader 15.
4.) If you want to load up 30+ rounds in a magazine and let 'em rip, x39 is the way to go.
5.) Look at a bullet mfg. catalog and I think you will find more options available for .30-30. Finding once fired .30-30 brass is pretty easy to do and I can get it locally. I'm striking out big time finding x39 brass. You can get it on e-bay, but it costs more than I'm willing to pay.....especially when you figure in shipping.
6.) rifles in x39 are very economical. you'll spend more for that pretty lever gun.
7.) economical factory x39 ammo (Wolf and the like) is readilly available. If you don't re-load, your .30-30 is going to cost two to three times as much to shoot.
8.) lot's of people cast their own bullets for .30-30 (though there are some special considerations for shooting lead in a Marlin micro groove barrel). I've read posts from guys who cast for their x39 semi-autos, but there seems to be a lot of concern over lead residue fouling the gas ports and many advise against shooting lead in them for this reason.
So...............why not do what I did.......buy both