The Tour is slightly more advanced, but nothing is so earth-shattering that you'd die for the features. The biggest thing is the keyboard, IMHO. Two different styles, and since that's your primary interface on a BlackBerry make sure to pick the model with the keyboard that suits you best.
Here's a side-by-side comparison of the Tour, 8330, and 8530:
BlackBerry - BlackBerry | Wireless Handheld Devices, Software & Services from Research In Motion (RIM)