For a comprehensive discussion on the use of SFRs, have a look at PICAXE SFR Usage (by hippy). Note that it is not up to date for the very latest models.
There is also the PICAXE Memory Map and SRF Details in two separate documents that I prepared ome time ago (again not fully covering the very latest chips) http://www.picaxeforum.co.uk/showthread.php?t=11514