There probably is a couple major differences.
1. New Bern = river, lots of water and close to beach
2. New Bern = Slightly cooler summer due to sea breeze
3. New Bern = slightly larger town. This means more shopping and places to eat.
4. New Bern = Milder winter due to location near ocean and rivers
Southern Pines is really nice. But you can get just as much golf in New Bern. But most important is you can get more relief from the heat! Southern Pines is deadly hot during the summer time. Hot Hot Hot!
The sand hills are probably the hottest location in the southeast U.S.
New Bern is my choice!