Out of the box, Naza V1 has an integrated Power Management Unit, and LED. And though it does have a GPS port, it isn't a true CAN port, thus it does not support the DJI iOSD (On-Screen Display) unit.
The Naza V2 was redesigned to be a bit more like the Wookong and has a separate PMU and LED units. The new PMU has a CAN port which can then be connected to the DJI iOSD. I also understand the the LED unit will be able to be swapped out with a Bluetooth LED in the future which give the user some remote configuration capabilities (again, similar to the Wookong).
The Naza V1 can be upgraded to the new PMU and LED, which then basically makes it a V2 thus supporting the iOSD. At this time both V1 and V2 units support that same software as well.
Naza Lite does not support octo configurations which the V1 and V2 do, but does support the other 6 multirotor configurations (4 and 6 prop variants). It does not support the new PMU and LED, so it's basically the old V1 in that regard, but without the ability to be upgraded. The Naza Lite also has gimbal control and remote gain tuning, Man/Att/GPS modes, and IOC controls.
The Wookong is more feature rich, and supposedly improved performance due to its improved IMU, and I'm guessing faster computational rates in the FC as well. The Wookong, among other stuff, supports Datalink modules to allow you to create flight plans or navigate the aircraft from a ground station. The Wookong also has an additional IOC mode called POI, or Point Of Interest, which will keep the nose of the aircraft always pointing to a specific point (lat/long). The Wookong also supports a low voltage Go Home mode, as well allowing the Go Home mode to be activated via a switch. (On the Naza, Go Home is limited to loss of Transmitter control.) Lastly (though I'm sure there are other differences, but the last that I will mention), is Height and Distance limitations you can put on the Wookong so that the operator can't exceed those.