Apart from HP-IL, there are a few other (minor) differences between the 82143 and 82162. The 82162 has a larger buffer, which means you can do more in terms of graphics (on the 82143, the buffer is too small to hold an entire line's worth of graphics escape codes, although it is sufficient for lots of other cool stuff like high-resolution function plotting).
Also, if I remember correctly, the 82162 lets you control the amount by which the paper advances, so you can create graphics without any gap between lines. You can't do that with the 82143.
Lastly, the 82162 has a low-power standby mode, from which it can be woken up by the calculator. Good feature to have if you want to run it off batteries, while doing lengthy calculations on the 41 where it only prints a few lines every now and then.
BTW, you might also want to look at the HP-82242 module: that's an infrared interface which lets you use a HP-82240 printer. The module supports almost all the functionality of the 82143 and 82162, so most printing programs for the 41 should work with it with little or no modification.
Good luck, and enjoy your 41CX!
- Thomas