>Shared
Gains a Fairy/Psychic typing.
Can now learn Recover.

>Uxie
Gains a signature ability named "Knowledge" which raises Defense or Sp. Def based on the target's highest attacking stat.
Can now learn Cosmic Power.

>Mesprit
Gains a signature ability named "Emotion" which drastically lowers the target's highest stat when below 50% HP.
Can now learn Quiver Dance.
Base stats changed from 80/105/105/105/105/80 to 75/100/100/100/100/105.

>Azelf
Gains a signature ability named "Willpower" which allows it to survive with 1 HP and raise its Attack and Sp. Atk when it would normally be knocked out with full HP.
Learns Work Up at the same time Uxie learns Cosmic Power and Mesprit learns Quiver Dance.