Shouldn't be any character differences between leaf and pellet per se, though pellets are about 10% more effective due to the fragmentation providing greater exposure to the wort (in the boil) and beer (post-fermentation). In the boil that's about the only difference.
Post boil, whole hops will soak up more beer, and are easier to use with buckets than carboys. Pellets can swim free and then be easily crashed-cooled to the bottom of any dry-hopping vessel and clear beer racked off to bottle or keg. In fairness that might be possible with whole hops - I've never tried it because the pellets are so easy to use when dry hopping pre-packaged beer.
If you keg, I've found dry hopping in a serving keg easiest with whole cones in muslin bags. If you do that with pellets you need to use something like a paint strainer bag for the much finer mesh, lest you pull pellet bits with every pint...
Cheers!