Modal Dialogs and Close Buttons

Hi Everyone--
Not sure what is considered best practice for this issue. 

Convention seems to be that a modal dialog should have an "x" in the upper right hand corner to close a dialog (aka overlay). From a usability perspective, however, it seems that it would be redundant if there is an existing button for "Cancel". 

That could make sense; but, it could also be confusing to users if there are other modal dialogs in the application that don't have a "Cancel" button but have an "x".

I've seen pros and cons both ways, including a W3C ARIA modal example that doesn't have an "x" (https://www.w3.org/TR/wai-aria-practices/examples/dialog-modal/dialog.html ).
In either case I believe the ESC key should act like "Cancel" and return focus to the originating location.
Thoughts? and thanks!

Mike