I asked my friend with benefits and she said she didn't really notice that much of a difference personally. So I generally just wear one for protection from pregnancy.
Obligatory "not a woman", but speaking for my wife, it apparently doesn't change very much, as in so little that when she's near ovulation she sometimes notices only during the act that I put one on
I don't enjoy condoms.
I also find circumcised to be like a half-condom feel.
The way the skin slides and moves feels amazing, and all that is lost with condoms.
Also, no lube is needed. Lube reduces the pleasure so much, but need it for circumcised and condoms.
But having said that, except in very exceptional circumstances, always use a condom when playing with others. Safety is first.
Difference in what: chance of pregnancy, std protection, orgasm rate/intensity, clean-up, intimacy/trust... There's a lot of variables at play and answers will vary based on every woman and her life experiences.