There is a difference, but it isnt noticeable until you try to turn the object in another axis.
The commands:
pitch object up
pitch object down
turn object left
turn object right
roll object right
roll object left
all use the object orientation to set the axis, so no matter how many degrees you turn the object the z axis (used in the 'roll object' command) will always be going through the object's front and back. Likewise the X axis (used in the 'pitch object' command) will always go from one side of the object to the other. Ditto for the Y axis (used in the 'turn object' command).
Whereas the rotate commands:
rotate object
yrotate object
xrotate object
zrotate object
use static axes - ie the Z axis will always go from the front to the back of the game area, the X axis will always go from the right to the left side of the game area, and the y axis will always be going up and down through the game area. These will remain in this oriantation throughout the program.
Hope that answers your question - feel free to ask anything else
Happy Coding - Mog