IIRC, nothing is different about them except for the burn format. They are exactly the same size and speed spec. It all came about from a couple different companies trying to gain exclusive control of the dvd burn format. Again, IIRC.
I personally like +R better, as I've had better luck with disc compatibility in my home theater equipment (Samsung DVD-C631P 5 disc). Of course, ymmv.
overall compatibility goes to +r I believe. I've used them for as long as I've had a burner. What you probably want to do is check the specs of the things you're going to use the discs in. see what they list. You probably won't have much trouble with +r's though in any case. quality is important. if you buy anything, check other reviews and see how people rate the blanks you're looking to buy.
DVD-R has the best overall compatibility with 93% of players being able to read them, DVD+R will work on 89% of players. Though most newer players will read both, it's the older players that fickle as to which kind they would or would not accept.
-R has beeen around much longer then +R, and for the most part better compatibility with devices, but with most newer devices it's a kind of wash out, as the are both supported. +R used to have a burn speed advantage, but that is gone as well. now it just comes down to media pricing and the best deal you can get...
Whether you get +R or -R doesn't matter, but make sure that you get media that works well in your burner to avoid bad discs. CDfreaks usually does a good job at figuring out what media works best in DVD+-RW drives.