Light infantry is identical for all factions save the Austrians, who replace it with jaegers, which are better. Artillery seems to be consistent across all European factions. Other than that, Sweden tends to have larger, more expensive cavalry, Austria has just better (but much more expensive) Cuirassiers, and Prussia has very slightly cheaper pikes.
The Russians exchange accuracy and reloading skills for melee skills and a lower cost, the Austrians get larger, worse units, the British and Prussians have faster reloading, more expensive units that are better at melee defense and charge bonus respectively, and the French have units that are better in melee. Sweden, Spain, Poland-Lithuania, the United Provinces and the US all share a 'basic' unit. I can't tell you about campaign map bonuses, but for units, the biggest differences are probably between line infantry.
