What is the difference and which is best

Solution
Better all around including price. FX9590 requires one of 7 motherboards that support it. They are not cheap. Cooling for the 220W FX chip needs to be extreme, not cheap. You need a lot of extra power, because it is a 220W chip at stock settings. So usually the next tier of power supply up.

All told a comparable Intel system is slightly cheaper.

PCPartPicker part list / Price breakdown by merchant

CPU: Intel Core i7-4790K 4.0GHz Quad-Core Processor ($324.88 @ OutletPC)
CPU Cooler: Cooler Master Hyper 212 EVO 82.9 CFM Sleeve Bearing CPU Cooler ($29.75 @ OutletPC)
Motherboard: Gigabyte GA-Z97MX-Gaming 5 Micro ATX LGA1150 Motherboard ($116.99 @ SuperBiiz)
Total: $471.62...
Better all around including price. FX9590 requires one of 7 motherboards that support it. They are not cheap. Cooling for the 220W FX chip needs to be extreme, not cheap. You need a lot of extra power, because it is a 220W chip at stock settings. So usually the next tier of power supply up.

All told a comparable Intel system is slightly cheaper.

PCPartPicker part list / Price breakdown by merchant

CPU: Intel Core i7-4790K 4.0GHz Quad-Core Processor ($324.88 @ OutletPC)
CPU Cooler: Cooler Master Hyper 212 EVO 82.9 CFM Sleeve Bearing CPU Cooler ($29.75 @ OutletPC)
Motherboard: Gigabyte GA-Z97MX-Gaming 5 Micro ATX LGA1150 Motherboard ($116.99 @ SuperBiiz)
Total: $471.62
Prices include shipping, taxes, and discounts when available
Generated by PCPartPicker 2015-04-01 20:50 EDT-0400

PCPartPicker part list / Price breakdown by merchant

CPU: AMD FX-9590 4.7GHz 8-Core Processor ($299.98 @ NCIX US)
CPU Cooler: Corsair H100i 77.0 CFM Liquid CPU Cooler ($99.99 @ Newegg)
Motherboard: Gigabyte GA-990FXA-UD3 ATX AM3+ Motherboard ($118.99 @ SuperBiiz)
Total: $518.96
Prices include shipping, taxes, and discounts when available
Generated by PCPartPicker 2015-04-01 20:51 EDT-0400

 
Solution
The Core i7 4790K is a lot faster than the FX 9590 and it has a lot of room left for overclocking too whereas the FX 9590 isn't going to overclock much if any at all. There are very bad heat issues with the FX 9590 and it uses a lot of power. Definitely go with the Core i7 4790K or even a Core i5 4690K will do if you're mostly gaming. You want the 4790K if you're doing a lot video editing and stuff like that.