Two beads, a higher quality synthetic stock, and sling swivels on the SPS off the top of my head. I also think the SPS uses a different surface finish on the metal, an express is a rust magnet yet the SPS seems very rust resistant.
My favorite 870 is a special purpose magnum I got in 1988, it has a true parkerized finish and aluminum alloy trigger assembly. Came with two barrels 20" (Rifle sight) and 28"...both with remchoke. Best shotgun I have ever had.
Pretty sure the express models all have plastic trigger assembly's and a beadblasted texture with some sort of oxide finish.