Both are made in the same factory http://www.siegind.com. The Grizzly has a morse taper 3 (MT3) spindle.The HF has an R8 spindle. Other than that, the name, the color, the after sales support and the price, they're the same. There's also the Speedway from http://www.homier.com and the one from http://www.cummins.com. Both of which also have truck sales. Oh yeah, http://www.use-enco.com http://www.cdcotools.com and http://www.wttool.com also carry them. http://www.micromark.com also has one that's supposed to be cleaned up and has 0.050" per turn leadscrews instead of 0.0625" which all the rest have.
You can also build one from parts from http://www.littlemachineshop.com but that is costly. Great for replacement parts and some mini mill/lathe specific type stuff.
For the most part, there's a lot of frustration with using them, until/unless you get the bugs worked out.
I'm sure I probably missed some vendors. Homier has sold them for $299 when in stock. Cummins may be the same. Everyone else is darn proud of theirs.
Eeeny Meeny, Miny, Moe ...