No, not really. They are basically the "same" for all intents and purposes with the only REAL benefit from the majority of Xeon processors, depending on what family we're talking about, is the support for Error correction checking memory which many of the Core-i processors and mainstream consumer motherboards generally don't support.
There are a few exceptions here and there, so specifics are really key.
Exactly what programs, specifically, will you be running and what is your budget for the full build including all needed components?