At Disney hotels you get much more of a touch of the mouse than elsewhere. Beyond that it depends on the resort. If you are talking about Swan/Dolphin or the Shades of Green (military and DOD use only) then most of the benefits are the same including use of transportation, access to e-night and early entry. Swan/Dolphin actually has one of the best locations on site in the Epcot Resort area and is the closest hotel to MGM. However, you don't get room keys that can act as charge cards at the parks.
If you are talking about the Downtown Disney area hotels, they are more differences. For example, it appears right now that only the Hilton has early entry privileges, although all now participate in e-night. They also run their own transportation systems (and thus you get left off at the TTC for MK rather than the MK gate); you can still use Disney's transportation once you get elsewhere if you have a multi-day park pass.