There are a number of different reasons for the different denominations, and most splits are a combination of political, cultural, and doctrinal differences. I think there are two very general ways to make quick sense of the differences, though both oversimplify things.
First, different denominations often tend to emphasize different persons of the Trinity. My own denomination, the Christian Reformed Church, has a tendency to emphasize the Father, which means that we emphasize God's sovereignity, power, and justice. The typical "American Evangelical" will emphasize the Son, that is, God's mercy and love. The Penecostals emphasize the Spirit, and so lay heavy weight on the gifts of the Spirit.
Second, different denominations tend towards a different style of service. Catholic, and especially Orthodox, services are very high church. Very liturgical, incense, music, these sorts of things. Reformed and Baptist services tend to be much more low church, where the emphasis is on teaching, especially the sermon.
There's a third way to understand the differences, but it's a bit more complicated. I'll post more later.
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"Die Deutschen meinen, daß die Kraft sich in Härte und Grausamkeit offenbaren müsse, sie unterwerfen sich dann gerne und mit Bewunderung:[...]. Daß es Kraft giebt in der Milde und Stille, das glauben sie nicht leicht."
"The Germans believe that power must reveal itself in hardness and cruelty and then submit themselves gladly and with admiration[...]. They do not believe readily that there is power in meekness and calm."
-- Friedrich Nietzsche
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