Wiki is your friend. Just looking at them might be tough to tell apart without seeing the model number. . First thing is that the Express model 3900 (and the Express+, model 3910) are 6th generation devices, while the Premiere (3920) is 7th generation. They both have roughly the same external size and form factor. They both have the same CPU, use an IR remote and are not dual-band wireless. The Premiere supports 4K, while the Express is only 1080. Beyond that, they're pretty much the same.
Dan Roku Stick (3600), Ultra (4640), Ultra (4670), Ultra (4800), Premiere (3920), Insignia 720p Roku TV, Sharp 4K Roku TV, Nvidia Shield, Windows 10 Pro x64 running Serviio and Plex on a wired Gigabit network.