There are two differences:
The physical difference: Traditional treatment is hard on your body. I prepared for chemotherapy with a diet regiment, trying to flush chemicals out of my system immediately with water. I think, as a result, the effects of chemo were minimal.
The effects of radiation, though, were major. I received radiation in three locations (neck, from above and underneath my lung area). After about three weeks, my skin was being burned off my neck to the point where it was gone. I also wasn't able to swallow anything; my throat felt like it was burning all the time. My diet resorted to slurpees and gelato. I became dehydrated, and instead of being hospitalized, I received liquids nightly for more than two weeks. They had to put me through a skin replacement regiment because air hitting my neck caused me to be in extreme pain.
Immunotherapy had none of these side effects. During immunotherapy, I just had to be isolated initially (stayed home and only went to treatments) since it was unknown as to how my immune system would react.
Impact to your support system: When you are receiving traditional treatment, your support system is going through that treatment with you. My sister flew from Los Angeles to Orlando during the weeks I had chemotherapy, and my brother altered his work schedule to take me to daily radiation treatment. With immunotherapy, after the initial treatments, I was able to drive myself to treatment. I regained my independence.