I've ridden both a 2003 YZ 250F and WR 250F. As mentioned above, they are similar, but there are some big differences:
YZ - it's a MX bike, MX tranny, much lighter, smaller tank, etc.
WR - it's a woods bike, has wide-ratio tranny, electric start, timing one tooth different to mellow it out, woods exhaust, battery pack, headlight, tail light, bigger tank, coolant overflow, 18" rear tire, softer woods suspension, etc.
Basically, if you plan on riding woods, get a WR. If you plan on riding MX, get a YZ. If you're mainly riding MX, definitely get the YZ. I've raced a 1+ hour hare scramble and the 2 gallon YZ 250F tank was more than enough.