If you plan to install Yosemite over your existing OS then no material difference other than the installer gets deleted from the applications folder when you download from the MAS and then run the installer.
If you plan to do a clean install then download Yosemite from the MAS and quit the installer when it auto-runs. You can then create a bootable USB drive which can be used to install the OS.
It's also a useful backup so you don't have to do another 5GB download if you need to reinstall the OS at a later date.
In either case you should run a time machine backup before installing the new OS.