Basically between different denominations (not faiths - that would be Christianity, Judaism, Islam etc) you have differences of theology and style.
The differences in theology are possibly the most significant. There are usually core ideas that all denominations will agree on (such as the Bible being the word of God, that Jesus died on the cross and rose again, that God's forgiveness is offered to all people etc etc), but you'll get differences between denominations (and often within denominations) on things like whether women can be the head of a church, whether it is ok to drink alcohol, miracles/speaking in tongues, etc etc. People can argue about these things til they are blue in the face and still have different opinions, and at the end of the day you could argue that it doesn't really matter, and that diversity is a good thing. The biggest differences probably lie between the Catholic church and the others (Protestant churches).
Style-wise is probably the most obvious difference. Pentecostal churches tend to be very contemporary with music and general style - your brother possibly found the uniting service was a lot more traditional and 'dry' than he was used to. The Catholic and Anglican churches tend to be more traditional and follow a specific order of service from the prayer book (although you do get exceptions to this), where as the Pentecostal churches are much more free and spontaneous.
Ultimately it should be that all denominations are different expressions of the same truths. Sometimes we get a bit carried away trying to prove that "our" denomination has it right - God must shake his head at as all sometimes!
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