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The cheaper one is guaranteed to be the D0 stepping. The more expensive one could be either C0 or D0.
In general terms,
D0 will overclock higher at a given voltage but use more power at a given voltage. It is likely to use less power at a given overclock as the voltage required will be lower. It's probably also more vulnerable to electromigration as a result of the higher current densities.
You probably want a D0 stepping. Consider retail if you like longer warranties.
I bought D0 retail because it was on DOTW and cheaper. Not used the stock heatsink (who does?) but have kept in the box as I've heard intel want the whole shebang back if you rma aretail chip.