There's definitely a difference. I'd recommend a Google search. There's plenty of info out there. I believe the difference has as much or more to do with the delivery mechanism (when and how water is added) than the base materials, but I'm not sure.

Problem is, this is one of those hotly contested subjects where you'll get a very different story about what's better depending on who you're listening to.

The guy who dug my pool last year said that Gunite is better at resisting frost/Ice damage while Shotcrete is better as resisting damage from a physical blow. Not sure whether that's true or whether it even makes sense.