As far as functionality goes, they are the same. All the same options, features, benefts, etc. The Caddy has much more power.. 405HP the highest of any full size SUV on the road. Tahoe is at 320, but has Active Fuel Management (not on the caddy) which will help with the gas mileage by shutting down 4 of the 8 cylinders when you dont need the power...
As far as other differences, the Caddy has a little bit nicer trim, fit and finish, etc. The Nav screen in the caddy is bigger than in the Tahoe. Tahoe has Autotrac 4wd, the Escalade is AWD, always on...
The price difference between both, fully loaded, is about $17k. If money is not an issue, you dont really care about gas mileage as much, and dont plan on truly using it as an SUV go for the Escalade... Otherwise, You get pretty much the same features in the Tahoe, and its in my opinion a better value... Feel free to hit me up if you have any more specific questions!