The ख़ in ख़ुश is pronounced like a k followed by an exhalation, right? Is it the same sound as ख or is there a difference? In Urdu, these 2 sounds are very different, but in Hindi they seem to be identical (in Urdu, the ख़ in ख़ुश is pronounced like the spanish j or the german ch in achtung).
It depends. The dot on the bottom of ख़ indicates that this is a loan word (from Persian خوش). In Hindi, the خ sound doesn't exist, so most speakers will likely just pronounce it like ख (aspirated क). That being said, in regions with sufficient arabic/persian influence they may pronounce it more like you do in Urdu. This is true for other loan-sounds too (क़,ज़,ग़, etc.).