JRPS have linear stories, while WRPG often have a open world where the player has more freedom while the story isn't that important. In JRPG, characters and the story are the central point, there isn't a free world but the story is often told in cinematics or at least they really focus on the story. Free world means also that there characters are mostly more customizable and the leveling procees is more detailed. Another difference, what has also to do with the free world is that you can choose being good or evil, you can do whatever you want, while in JRPG this isn't possible, you have to do what you're told to do.
Personally i like both, but i prefer JRPGs, even if the last one on this generation sucked!
Favourite Games:
PS: Final Fantasy IX, Final Fantasy VII. PS2: Resident Evil 4, Shadow Hearts Covenant, Final Fantasy X, Silent Hill 4, Soul Calibur III. PS3: Metal Gear Solid 4, Heavy Rain, Valkyria Chronicles, Uncharted 2, Mototstorm PR, God of War III, Modern Warfare 2. Xbox: Suteki, Fatal Frame II DC, Jade Empire. 360: Dead Rising, Lost Odyssey, Dead or Alive 4.