I feel the need to weigh in here a little bit.
RPGs developed by any developers that aren't Japanese (a generalization) tend to be somewhat less focused around the main character (There are some exceptions, see KOTOR and Mass Effect) but use the main character as a framing device to advance the plot. I theorize (as I do not develop RPGs on any level) that this is due to the DnD model of creating a character and inserting them into a campaign, rather than taking the role of a specific character and leading them through a story.
JRPGs do this a lot more, while they can both have free-roaming environments (and tend to, I.E. an overworld for JRPGs), JRPGs tend to have (or at least try, there are bad JRPGs just like WRPGs) a story more centered on the main character as well as their party (can't think of many JRPGs without parties, but lots of WRPGs without parties)
I'm not an avid DnD player (but I have played). JRPGs, while constrictive in their custom character development, feels more like a DM leading the player through the story/campaign. WRPGs have a tendency to bog down the player with side quests and take away a lot of (what I am somewhat reluctant to say) the urgency of the main plot. Especially in WRPGs, it feels like almost every NPC one speaks to will drop a side quest. You could spend hours/a day (days?) in a single town doing everyone's odd jobs, while JRPG side quests are somewhat fewer, harder to find (in some cases) and in some cases, extremely difficult (see niflheim, in Tales of Symphonia, Cave of ordeals in Twilight Princess [though more forgiving])
If anyone takes this post as bashing one over the other, let me clear up by saying I'm not against either type of RPG, JRPGs tend to keep me more invested the WRPGs, but that is due to the way they progress their story, as opposed to WRPGs. I love Bethesda's concept of a "Fantasy Sandbox Game", like Saints Row, but with swords, but Bethesda has it's own problems, which I'll not get into (bugs and such). Fallout 3 managed to keep me very busy through it's main plot (and DLC, the Pit was a great side-story)
Suffice it to say that each type of RPG has a place among the gaming audience. People will like what they like. I enjoy a good, somewhat quick-paced story with small recharge time between plot points, but WRPGs have their place as well within my gaming log.
Edit:
OH SHIT mechanichal differences. Um... Yeah JRPGs usually have a slower turn-based system, which has put me off of a few gens (never played golden sun, because I didn't have the patience to pick up ANOTHER JRPG I have things to do too), but some companies seem to be gravitating away from that (I.E. The Last Story, Xenoblade Chronicles, Operation Rainfall what have you). Bioware's D20 system for KOTOR was quite good, and Bethesda (ahhh bethesda... let's leave it there ) However, I think that the best real-time sword mechanics goes to Zelda because the combat always feels fantastic in a Zelda game. (But that's technically considered Action Adventure, take that as you will.)