There isn't really much of a difference on the user's end (no PUN intended

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If you are drawing a lot of dots or whatever with the tool, it's better to use the difference brush, as your picture file will be a lot smaller. However, in this day and age of mainstream 120GB hard drives, a few bytes here and there aren't going to make a difference.
The difference brush doesn't allow you to draw at 0,0 then 319,189, for example, due to it's ability to make smaller files. It uses an eight bit difference from the last position, so you can only draw within about 127 pixels of the last plot. You could however, do something like 0,0 then 127, 127 then 256,189 then 319,189.