What is the difference between the boiler options on espresso machines?

Espresso machines have different configurations for providing hot water and or steam for making espresso and for steaming milk, mostly depending on the price of the machine.

1. Thermal(Thermo) Blocks.

A Thermal block is a metal block(usually aluminium or brass) with a thin passage  through which water passes. The block is heated with an an element. As the water passes through this hot metal block it heats up to the correct temperature before it pass through the coffee. The thermal block can also be used to generate steam for frothing milk.(Normally you can hear a pulsing sound as water is pulsed through the block which is then flashed into steam)Thermal blocks are normally used in low price espresso machines but are also used in high quality automatic coffee machines. 

2. Single Boilers.

In espresso machines with single boilers there is one boiler that will be used to heat the water for brewing. The machine normally will have switch to activate a second temperature setting causing the water to be heated more to generate steam for frothing milk. Single boilers are often found in lever espresso machines and in the lower priced pro-sumer machines. Single boiler machines are ideal for making espressos but less ideal to froth milk due to the waiting period for the steam pressure to build up.

3. HX(Heat Exchanger) boilers.

Espresso machines with HX boilers also have only one actual boiler. This boiler is used to heat the water to generate the steam used for milk frothing and is normally fairly large. Inside this steam boiler you will a tube (one per grouphead) that passes through the boiler from end to the other. These tubes will have flow restrictors to slow down water flowing through them. Cold water, coming straight from the pump, will then enter these tubes (surrounded by the very hot water making steam)and pass through the tube on its way to the group head. Heat transfer(exchange) will take place from the hot water in the boiler, through the walls of the tubes, to the cold water passing through the tube, in such a way that when the water exits the tube it will be the correct temperature for brewing.

You will find HX boilers in mid range pro-sumer machines and entry to mid level commercial machines. 

3. Double Boilers.

A double boiler machine has one dedicated boiler for providing water for brewing and another boiler for providing steam for frothing.

The temperatures inside these boilers are controlled separately and in top of the range modern dual boiler machines this temperature control is often with a PID to ensure optimal temperature control. In the most modern commercial espresso machines you will now find multiple boilers with brew water often provided by a small boiler located at each group head while a larger boiler will still provide the steam. This approach is followed to make espresso machines(which normally uses a lot of power) more energy efficient. 

Double boiler setups are used in top of the line home espresso and commercial machines.

Advantages and disadvantages:

Thermal blocks are cheap to manufacture, they do not take up a lot of space and they are energy efficient. They also warm up quickly saving time and electricity. Normally they cannot provide hot water fast enough to be used in commercial machines. In most machines with thermal blocks the production of steam for frothing is very slow and frustrating. Due to the very thin channels through which the water travel, they can block up easily with scale build up.

Single boilers are also cheap in comparison to HX boilers. They do take longer to heat up than thermal blocks and they have a waiting period after pulling espresso shots before the boiler is ready to provide steam. On most, if not all single boilers, after steaming the boiler needs to be refilled again before the next use(This is done by running water through the group head until no more steam comes out, just a solid stream of water). Failure to do this can result in damage to the boiler element. These machine do generally provide much higher steam pressure and steam volume than thermal block machines.

HX Boilers is a good intermediate solution. There is now waiting period between shots and steaming. They are cost effective to make and buy as there is only one boiler and thus one element keeping costs down. The biggest disadvantage is the lack of the brew water temperature stability. If the machine stands for a while the water in the heat exchanger tubes will become too hot for good brewing. Due to the nature of the design the brew temperature cannot be be closely controlled by a PID. The brew temperature is s determined by the water temperature inside the boiler. If you increase the steam pressure you will increase the temperature inside the boiler resulting in an increase in the temperature of the brew water.

Dual (Multi)Boilers is the ultimate in boiler setups. There is no waiting between pulling shots and steaming. Accurate control of the temperature of the brew water is much easier due to the brew water and steam being in separate boilers. Understandably these machines are much more expensive than any of the other configurations.