Performant Haskell hashed structure.

1: What are the major differences, if any?

• Data.Map.Map is a balanced binary tree internally, so its time complexity for lookups is O(log n). I believe it’s a “persistent” data structure, meaning it’s implemented such that mutative operations yield a new copy with only the relevant parts of the structure updated.
• Data.HashMap.Map is a Data.IntMap.IntMap internally, which in turn is implemented as Patricia tree; its time complexity for lookups is O(min(n, W)) where W is the number of bits in an integer. It is also “persistent.”. New versions (>= 0.2) use hash array mapped tries. According to the documentation: “Many operations have a average-case complexity of O(log n). The implementation uses a large base (i.e. 16) so in practice these operations are constant time.”
• Data.HashTable.HashTable is an actual hash table, with time complexity O(1) for lookups. However, it is a mutable data structure — operations are done in-place — so you’re stuck in the IO monad if you want to use it.

2: Which would be the most performant with a high volume of lookups on maps/tables of ~4000 key-value pairs?

The best answer I can give you, unfortunately, is “it depends.” If you take the asymptotic complexities literally, you get O(log 4000) = about 12 for Data.Map, O(min(4000, 64)) = 64 for Data.HashMap and O(1) = 1 for Data.HashTable. But it doesn’t really work that way… You have to try them in the context of your code.