They have additional features through the dropdown menus, and they run a great deal faster on older machines.
They have dat files you can fiddle with to add more games, if you know what you're doing.
Out of the box though, the only extra games may be a couple of hacks/bootlegs of existing games.
Nebula has the ability to play Neogeo CD games.
On some computers Nebula's menus can go all white, and other silly gui things.
However, I'd recommend you download and try them out. I think you'll like them.
btw you have to pause before you can exit.