They both offer the same speed don't they?
I'm asking because we have a switch with 4 SFP 1000Mbps ports and we are buying a new server and was wondering if it's worth paying extra to use one or 2 of the SFP ports.
If you don't know the difference, you probably will not need them. SFP allows you to use different optical or copper links on your hardware by just inserting the right module. So SFP is more flexible (and can be faster) than a built in 1000BASE-T interface but also more expensive. There is also no speed gain compared to a normal 1000BASE-T adapter if you insert a 1000BASE-T SFP module. So if you don't plan to connect the server through optical links in the near future you will not need SFP and you can stay with standard 1000BASE-T.
You might also want to read http://en.wikipedia.org/wiki/Small_form-factor_pluggable_transceiver to understand the concepts of SFP.