Nothing, they are the same board out of China, but with Zapp you get support... though given there's bugger all to go wrong on those I'd buy 2 of the ebay ones and keep one as a backup...

There are a lot of Arduino Shields... heres another Relay one: Relay Shield [AR-RELAY] - £14.90 : SK Pang Electronics, Arduino, Sparkfun, GPS, GSM tho this one uses SolidState relays not electromagnetic ones.