Okay, my 2 cents about what is different:
Contrary to common miconception, DW can be role-played very well. I had my doubts initially, I voiced them in the DW forum. But I have to say DW can be made to work.
However it is not as easy to make it work as Dark Heresy. In DH, getting into character can come quite easily once you are acquainted with the setting, DW is more challenging.
Why is that? It's because the Space Marines are less shaped by experience than DH characters. Experience can and does shape them but they all have made similar experiences, it's like running a one-class party.
What does it take to make DW work from a players side? You need to focus on inherent/innate character traits. Occasionally you will have PCs whose personality has been shaped by their experience as marine but this is a bit more unusual as Marines are normally quite stable, if not rigid, personalities. Character development can involve such unusual experiences or the struggle against personality defects, working towards perfection without achieving it.
In DH, otoh, PCs are subject to very different experiences of the game world, depending on career. Picking up on these experiences and weaving them into your story is much easier and often requires less thought.
From a GM's perspective DW is also more challenging. You need to pour in work to break up the flow of combat when it gets too monotonous and you need to keep an eye on ensuring things don't get too cliched or predictable.
This is also a necessity in DH as in every RPG but it's not as important as DW and its set nature lends itself to it especially.
Yeah, I like both. Right now, I enjoy the epic feel of DW. But the dirty, low-level feel of classic DH is something not to be missed either.
Alex