There is no difference between the Sideshow Exclusive figures and the regular editions. The Exclusives usually come with a unique accessory, in the case of Ep IV Obi-Wan, a small holographic Leia statue. The packaging also comes with a gold sticker distinguishing it.
In my opinion, for the most part the exclusive accessories add little to the overall enjoyment of the figures (Bibs special staff? Jabbas glass? Crumbs dragonfly?). Of course there are exceptions, I like to display my Darth Maul with his broken saber halves, and the upcoming Asajj Ventress with the extra head will be like owning two unique figures.
I look forward to the little Holo-Leia, it should pair up nicely with the 1/6 R2 I have.