I find Steel Fury's main limitations are that (apart from what the mission builder can manage to script) it doesn't simulate radio traffic between platoon members like Panzer Elite does, has (compared to PE) limited options to control your platoon (no hotkeys, orders are mostly from the map only) and rather aggressive AI which likes to charge regardless of formation-keeping, losses and, sometimes, such orders as you can give. This isn't too bad for armies which didn't have reliable radio transmitters and receivers in every tank but is a little bit limiting in playing Panzers and in the later war kit now available for SF. It also has a target indication system based on compass bearings rather than the more intuitive clock code with 12 always to your front. Steel Armour Blaze of War has improved considerably on all of these areas, as well as adding a rather clever wargame-based dynamic campaign system.
But as Frinik says, SF's visuals and animations are much, much better than PE at its best, the combat zone ambience is fantastic and modded, its scope is now very wide and much more PE-like. I'm a long-time fan of PE and still rate it highly in its latest form, but I would not be without Steel Fury; like PE it is now a classic, and a prettier one at that. Not to be missed! Your choice where to buy, I like Gamersgate as it's a straightforward, repeatable and burn-able download. The pics below illustrate just some of the things that make SF special, from crew animations, to battle damage, animated infantry, realistic and functional gunner sights, and falling illumination rounds: