The Ford F150 Fx2 Sport package was a street appearence package. I think it ran from 07-08? But it's coming back for 2010. I've not looked it up, but from what I can remember, they all recieved a unique grille, black headlights, unique front facia, unique wheels, everything was colormatched/monochromatic, and leather interior with Fx2 embroidered in the headrests. They could have had unique colors like pictured below, but I am unsure. The way I understand it, it's one step down from a Harley.
There is no such thing as a Fx2 Off Road F150 and there's no such thing as a Fx4 Level II F150.