@Roman > Yes there is a slight difference between the DJM-250 and the DJM-800. The DJM-800 is built with providing slightly higher quality sound, but the DJM-250 is right behind it.
To be completely honest, there will be no noticeable difference in the sound quality between the DJM-250 and DJM-800, but the one difference I would mention is the DJM-800 has more headroom and can pump out louder volume without distortion.
Other than that, the DJM-250 is a great mixer and I hear the Filter knobs are solid and great sounding quality!
I hope this helps. :)