I find the main difference being in actual choice. In jrpg's, as has been said earlier, you basically go from a to b to c, ect, but with some side quests for better armor and/or weapons. Wrpg's basically do the same, but with one main difference. Many wrpg's actually allow the player to make real moral choice is how their character develops, making it a true Role Playing Game, since you are in actuality playing a role by having your player made choice effect the games outcome. In jrpg's all you do is follow the story as written, ultimately your choices have no effect on the outcome.
I prefer wrpg's for this very reason.
Because of this, in some ways I don't really consider jrpg's to be true rpg's. Unless the term "Role Playing Game" simply means a game in which one's stats increase
(which would mean that SotN was an action-rpg), and usually comes with turned based combat of some sort.