The main difference between the two books is the nationality of the authors. Tina Fey is an American, known for her work on Saturday Night Live and 30 Rock. Caitlin Moran is an English music writer and columnist for the Times. The more down-to-earth, less puritanical nature of English people shows is Moran's writing. She covers personal topics with a lot more openness than Fey and her honesty is quite brave.
My favourite of the two would be How To Be a Woman. I couldn't put it down and read it in a day. Moran's book is funnier and also more thought-provoking. Her argument about how Brazilians (the grooming system, not the nationality) are psychologically damaging to children is quite compelling. Ask me to explain it some time - or better yet, read the book!