Heat is a big difference. LED puts off a lot less heat than CFL.
Space not that everyone needs to save a few inches but LED is thinner.
CFL is like a big light bulb it will have a much shorter life span than LED.
LED can be locally dimmed giving higher contrast ratios and deeper blacks where CFL must be lit all the time for you to see the screen.
LED I believe has a much faster refresh rate where you can simulate higher frequency images but don't quote me on this last one.