Yes Virginia, there is a difference, and BTW, this started as a short post and developed into a rant of sorts, so be warned-- I have lots of time these days since it's raining and my new unfinished stock has not arrived yet.
Do a google search for German Salazar: primer tests
or go here: http://riflemansjournal.blogspot.com/
or here http://www.6mmbr.com/index.html
or here http://www.benchrest.com/
The short answer is that the differences are mainly between the general applications for which the primer is designed--i.e. rifle or pistol and magnum or standard (large and small would not need to be mentioned except that this is, after all, the internet) within these categories you may choose from standard grade or match grade (more closely inspected and held to tighter tolerances, allegedly) primers. There are also primers with an extra hard candy shell to protect the nut--whoops! sorry! channeled an old commercial there. Some rifles are prone to unwanted ignition upon the bolt closing if the primer is incorrectly seated; some folks apparently prefer to buy an extra hard primer rather than learn how to seat their primers consistently at .oo3" under flush.......or ensure that the bolt is in good repair on the bargain basement M1they bought at the gun show.
Sometimes there are shortages of certain primers and unless you are so injudicious as to typically load at the maximum powder charge, you might buy brand A rather than brand B standard primer for your weapon and not think anything of it. You might find a really good deal on match primers at Sinclair or Bruno or someplace, but a good rule of thumb when deciding whether to spend extra $$ on these primers is to only buy match primers for use in ammo built for custom match guns to be used by Tony Boyer or David Tubb or someone who wants to compete at that level now or someday with that quality of equipment and skill.
I almost forgot--some years ago, a gun rag writer, in a display of the level of erudition common to his ilk, referred to a MILDER ignition produced by a certain primer as SOFTER!!!!! an incorrect usage of the word that has led to a lot of misunderstanding about primers ever since. Even today when we have the means to disseminate correct information at the literal touch of a button there are people who will attempt to tell you--with a straight face--that primer F (nickle plated brass cup) is SOFTER than primer R or W- both plain brass cups--when in fact the relative hardness of the cups is about the same with the brass being slightly more giving. They will also tell you the primer F is prone to blanking (being pierced) because it's so soft. (more silliness)
You will find that those folks in the obsessive compulsive ammo building for accuracy game--mainly point blank BR shooters and varminters actually prefer primer F due to the MILDER ignition and go so far as to use brass with extra small flash holes to further reduce vibrations due to ignition inside the cartridge case. This may seem silly to folks who have not learned the advantages of shooting between not only breaths but heartbeats, but it really does make a difference at the higher levels of competition or for folks who just like to shoot the tiniest groups they can with their custom built firearms.