gameplay & control are about the same between the MegaDrive/Genesis and SuperGrafx versions.
Ghouls n ghosts is the EASIEST game of the entire series.
Ghosts 'n Goblins - VERY HARD
Ghouls 'n ghosts - MILDLY Challenging - many levels are easy though
Super Ghouls n ghosts - VERY DIFFICULT
Super Ghouls n Ghosts Remix (GBA) VERY DIFFICULT
Ultimate Ghosts n Goblins - INCREDIBLY DIFFICULT
the music (perhaps not sound effects but definitely the music) is better on the Sega version, technically, and also in my opinion.
graphics, in ALMOST every way, are significantly better in the SuperGrafx version.
The SuperGrafx version, although it preserves much more of the graphics from the arcade, is still a long way off from being arcade-exact. 8 meg vs 32 meg PCB, there's no way around that. but for a SUPER-charged 8-bit system with the same CPU and sound chip as PC-Engine, with only a 2x upgrade in sprite pushing ability 2x the VRAM, and 4x the work ram (32k) up from PCE's 8k but still less than Genesis' 64k, you got the best translation of Ghouls 'n Ghosts on a home platform for the early 90s. the U.S. would not get an arcade-quality release until just a few years ago on PS2, PSP and Xbox with CCCv1.
comparisons
SUPERGRAFX 
not-colorful, un-detailed ^pixelated trees^ of the parallax backgroundARCADE 
nice parallax forest-swamp scene^ with lots of detail and color equivalent scene from MegaDrive-Genesis 
completely missing ^stumpy-roped bridge, ^missing parallax layerARC
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SGX
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MD/GEN
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