The Barista Pro comes with the thermojet heating system which rapidly heats water up to the brewing temperature in around 3 seconds. This rapid heating is possible because a tiny amount of water is being heated while it flows around the thermojet coil. In the image below, look at the tiny amount of water heating up as it goes around the coil and exiting as hot water at the exhaust. The heating element heats up extremely fast and you can start brewing in less than 10 seconds.
The Barista Pro comes with an LCD display which is very useful to know exactly what settings you are at. It also comes with a built-in timer to time each grind and extraction. You can also find useful features like "flush" and "descale" warning as well as a PID temperature display.
The Barista Express comes with an analog display but with a very useful pressure gauge which the Barista Pro does not. The pressure gauge gives you a instant feedback on the quality of your shot and would be very helpful if you are just starting out.
The built-in grinder might look the same on the outside, but the Barista Pro does come with a slight advantage. It has a total of 30 steps on the grinder, as compared to the Barista Express which has a total of 18 steps. It might seem like a small difference but when it comes to dialling in that perfect shot, you might just need a step between that step 10 and step 11 of the Barista Express, which the Barista Pro is able to, due to its near to twice the amount of granularity
Similar to the grinder, the milk steamer might look the same out the outside but there is a slightly almost unnoticeable difference. The Barista Express's milk steam wand only comes with 1 hole, while the Barista Pro's steam wand comes with 4 holes. The 4 holes on the Barista Pro gives a stronger steam wand performance compared to the Barista Express.
You will not go wrong with either machine. If you have the luxury of time to power up the Barista Express every morning while you go about your routine, it is a great machine. The Barista Express will heat up the entire machine and produce a very consistent shot. However, if time is of a constrain, the Barista Pro is a no-brainer option. It heats up in 3 seconds and gives much more improvement at only $200 more.