The difference is that the former (!=) version will coerce the two variables to be type compatible before the comparison. Hence:
"" == 0 -> true
"" === 0 -> false
The other version requires strict equality - the two values must both be of the same type and have the same value. Most of the time this is the one you should actually use.
In the case of objects strict equality means that they are actually the same object. A comparison between objects does not perform a field-by-field comparison of the contents of the object.
See https://developer.mozilla.org/en/JavaScript/Reference/Operators/Comparison_Operators for more.
