I haven't used the "Shopp" plugin, so I can't really offer much personally.
Anybody else want to chime in?
They didn't seem to have a live demo on their website, but I can tell you one major difference is that Shopp is a plugin, while Market is a theme.
So while the Market theme is an all-inclusive solution, I imagine that with Shopp you'll have to integrate it into your existing theme. Again, I haven't used it but I would expect that since it's a plugin, you'll have to do some code editing of the .php files of your theme, so that it calls certain functions and adds various display values.
Depending on your code programming skills, it may be a challenge or it may be relatively easy. (That's sort of a subjective topic, and I can't really offer much experience on this.)
Anyone want to offer any feedback on their experience with Market?