It all depends on the rail/feature. you can find a nice mellow downrail and if u build a nice takeoff, there won't be much of a difference (aside from the stairs, and handrails are usually quite skinny compared to park rails).
urban is just a little more dangerous overall (concrete stairs, rocks, etc), but with good snow coverage and a nice takeoff and landing, they can be fun and pretty safe.
Have fun!
oh yea, urban FUCKS your skis up, expect damage