Sadducees were more affluent and were also more sympathetic to the Hellenistic movement. They acquiesced quite a bit to the influence of the prevailing powers (Greece, and then Rome) because they realized it was economically and politically advantageous for them to do so. They also only held the Pentateuch as their authoritative Scriptures.
Essenes held themselves to a higher standard of piety - including voluntary poverty, abstinence, and other forms and degrees of asceticism. Additionally, they lived in a tighter community (Jerusalem had an "Essene Quarter") and may have influenced the early Christian community (of Acts 1-11). Some of them took a more radical approach on this communalism and established the community of Qumran.