One of the best tips for using vim that I have learned so far has been that one can press Ctrl+C or Ctrl+[ instead of the Es
Extremely late answer, but I just had the same question and found one practical example which helps explain the difference, so why not.
If you select a visual block and then change it with c or append something to the end of it with A, if you then exit with , the same change will happen on all the lines of the visual block (which is really useful! See :help v_b_A); if you exit with , this doesn't happen, only one line gets the change. There are probably other similar things I didn't realize I was missing with ...