Matt:
The major difference I see right of the bat is that the Sony has analog tuning and the GRundig has digital tuning. If you are going to be a casual listener looking for the major SW broadcasters then go with the Grundig. If you are a hardcore listener who wants to search out new stations then go with the Sony. The only other big difference I see is that the Sony may have more bands than the Grundig (I can't tell from the literature).
Both companies make great products so it just boils down to personal preference.
Chris