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A big starting one is probably that the systems start out of a different set of assumptions: the US was founded as a system which viewed government as, at best, a necessary evil, so the checks, gridlock generation scenarios, and so on are actually designed to make things move slowly if they move at all. I've lived under a Westminster parliament where the core assumption is more "government's alright if you don't screw it up." The higher level of implied trust in the system as a whole leads to more powerful governments, at least constitutionally speaking, with voting a government out on a confidence motion as the main check on that power.
Saying the party picks the PM is a bit of an oversimplification; while they do do that, in practice the person they're picking is almost always someone who's at least holding office in his riding in the first place. You can see weird things happen if a politician gets into office at that level and something odd happens within the party. A lot of the time there's a basic hooray-for-the-establishment thing going on where relatively safe, center-of-the-party-line people wind up on top, but political parties in parliamentary systems often tend to shuffle people around fairly radically at times as well, especially if someone got demolished in an election, or if the party in government has been around long enough to prove that opposition tactics aren't working.
Senior officials are almost always wearing multiple hats. In most parliamentary systems the Prime Minister and members of the cabinet are also members of Parliament, representing their particular riding in addition to the federal role. Cabinet roles are generally purely by appointment; the legislature doesn't confirm nominees. Obviously, in practice their federal 'hat' counts for more, though it varies by individual MP/cabinet minister where they put the balance. Cabinet positions can be pretty fluid at times; shuffling them around is fairly common in Canadian politics, for instance, and you occasionally see weird things like "Minister of Fitness and Amateur Sport" pop up. If it's a small legislature, someone managing multiple departments can happen, usually with a major office (State, Finance, Defense) and one or two secondary ones (Canada often has several "Ministers of State" with very specific roles such as women's rights, labour, regional affairs for a specific area, etc). In coalition situations, sometimes somebody can be a "minister without portfolio" - they don't hold a particular position, but they have the rank of cabinet minister and can vote at that level on government policy. This hasn't happened in the Canadian experience for awhile, though, and I'm not sure how common it is in other countries.
The upper house - the Senate equivalent - in parliamentary systems is all over the place, running the full gamut from regularly-elected and fairly influential bodies to the British House of Lords to the Canadian Senate with its life-term appointments and minimal political power. The Senate here is often seen as a reward for federal service, for instance, and senators often spend as much of their time traveling around the country pushing a particular issue as anything else, though they still serve as a check for legislation at times. My current favorite Canadian politician by a long shot is one of our senators.
Because of his position at the head of his party and at the head of the legislature, the Prime Minister, institutionally speaking, is vastly more powerful than any American president, especially if his party holds a majority position in the government. The main check at that point is the threat of electoral backlash if a party does something too radical or irritating, which can often be pretty impressive; the Progressive-Conservative party in Canada was completely annihilated in the 1990s, to an extent that rendered the Canadian right irrelevant for a decade. At the same time, it's much easier to remove a Prime Minister; a vote of confidence can be held at just about any time on the matter (parliamentary tactics notwithstanding), "party revolts" occur now and then, and so on. Some types of legislation in different countries are seen as confidence measures - for instance, any budget or taxation law in Canada is simultaneously a vote of confidence in the prime minister. If a budget bill fails, it's election time.
The fact that it can be election time on short notice is another big difference! While there's pressure here to move to fixed election dates, there's also complaints about it for fear of turning into an electoral system like the States, where representatives and leaders spend as much time campaigning for reelection as they do governing. Some of that happens here as well - you can generally feel it in the air a month or two before an election call, with parties suddenly being uncharacteristically strident or generous or abruptly firing annoying people or the like - but snap elections can and do happen. A PM can also call other things confidence measures if he wants to either show he's confident in himself or wants to bluff the opposition.
A lot of parliamentary systems include some other minor procedures which aren't really part of the actual powers and institutions, but are pretty common and add to the whole thing. For example, a lot of them have "Question Period" or something similar, where the PM - or the PM and his cabinet, or some other combination - get publicly grilled by the opposing parties on the issues of the day. This is a weekly event in Britain, and a daily one in Canada, has a fairly convoluted set of rules and procedures by tradition, but can often lead to some pretty interesting things, especially if a cabinet member slips up on a question or something.
Parliamentary countries may (Canada) or may not (Britain) have a formal codified constitution. The latter often works out better than you'd expect, with The Way Things Ought To Be determined by a combination of case law, tradition, and concensus. I personally prefer having something graven in stone somewhere, of course, but the system's worked for them for centuries.
Judiciaries are usually pretty far separate from all that madness. In the Canadian experience, the high courts can be surprisingly apolitical despite their appointment procedure (usually by the PM with the cabinet's advice, with minimal screening by the rest of Parliament, though this is starting to change). In our case there's a set of specific requirements which mean a SCC justice can't just fly in out of nowhere; they have to have served on some of the superior courts, have to have been in the Bar above a certain amount of time, etc. There's traditionally a geographic focus too, with regional representation being more of a political football both because regionalism in Canada is always a political football and because Quebec uses a different legal system at the provincial level from the rest of the country. Justices get the boot at 75. Test cases - "We want to pass a bill to do X; would this pass muster constitutionally?" are more common here. Squabbling around Supreme Court cases is often less about the actual case going in and more about the implications of court decisions' wording; we had a spectacular instance of one of those when the supreme court ruled on issues pertaining to Quebec separation in the nineties that still starts the odd barfight.
Obviously a lot of that is Canada-specific, but the general independence of the judiciary from the rest of the sausage factory holds in a lot of places.
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