Both the cornies and the kegs use the same ball lock fittings and connections so no real difference there. They are interchangeable between the formats and you can fill kegs from cornies and vice versa, so in many ways they are interchangeable and complementary. Structurally the main difference is that the cornies have a fixed metal dip tub, with a slightly recessed base whereas the kegs have a flexible silicone dip tube.
Price wise cornies are cheaper on a per litre basis and the keg format only seem to go up to 10L.
I started using a 2L kegger for beer from my local 'beer shop' and when I got into home brew I considered expanding into more kegs but ultimately decided on cornies instead. Reasons were
a) size - better suited to brewing
b) price
c) they are a proven reliable product.
One think that the kegs outperform on is aesthetics. They look good and their smaller, thinner size makes them easy to transport or put in the fridge. This may be important to you.
I had considered using cornies for bulk storage and kegs for dispensing in the house, however I subsequently went down the kegerator route for dispensing.