A few months ago I lost my Pen (the default Grip Pen which comes with the tablet) for my Intuos4. These pens aren't cheap so I thought my not try one of the higher end pens. Specifically I chose the Art Pen.
The primary functional difference in the Art Pen is that it measures Rotation while the Grip Pen does not. In case you are wondering what is different physically – I have provided some photos below.
First, this is the package it came in.

Just in case there is any doubt about which version I purchased…


Ok, here is the Art Pen:

It's hard to detect any immediate difference, so let's bring up a Grip Pen to compare.
The Grip Pen is at the top, the Art Pen at the bottom. You can see that Art Pen's the tip and nib look thicker. The bottoms are a couple of milimeters further down the shaft of the pen. The body seems very slightly thinker. The eraser end has no detectable difference.


Now look at the pen stand and nibs. Art Pen nibs are on the left. Grip Pen nibs are on the right.
This was the biggest surprise. The nibs are quite different.

So what about using the Art Pen?
Yes, can apps (I tried with ArtRage) take advantage of the Art Pen's rotation – though you may have to tweak the brush settings to get this to happen. Otherwise, for my use the pens really don't feel any different at all either in terms of ergonomics or expressive ability. However, keep in mind that I am a casual digital painter.