The difference, and arguable advantage if you are an adventurous eater, is that in buying from a CSA is that you do not pick your produce. The selection is given to you based on what the farmer feels is most ripe, and for your payment, you receive an allotment of each of the vegetables, fruit, etc. from that week's crop, without having to set foot on the farm (though that would be fun!) Not only do you get the cream of the crop, you support the livelihood of local farmers (enter the term locavore). It's a win win.
Yesterday my share included flat leaf kale, parsely, turnips, zucchini, white cabbage, red leaf lettuce, loose field lettuces, cucumber and purple basil. Yes! Purple-fabulous-smelling-gorgeous-to-look-at basil! In fact, thanks to one of my followers on Twitter, I learned that there are 31 different kinds of basil, which you can learn more about at the link below (keeping in mind it's wikipedia...)
https://en.wikipedia.org/wiki/List_of_basil_cultivars