What are the real differences? I think I have an understanding of what "filament wound" means. I see there is quite a difference in price between the two choices for tubes, nose cones etc. Why would I want to spend the extra money?
Not sure what you are talking about. Historically there are two types of all-fiberglass tubes -- G10, aka convolute, which is made from cloth, and G12, aka filament-wound, which is, well, wound. IMHO G10 is preferable (stronger, easier to cut and drill, no fibers, smoother) but is basically no longer made by anyone I know of in rocketry. So it's not really an available option and G12 has taken over.
Or you might be talking about fiberglass over cardboard, but that's a whole different animal.