Well, to hear (read?) the techno-geeks over on the recumbent forum tell it, there are differences in tubes worthy of extended threads.

For mere mortals, however it's a simple Yes - and No.

Thorn-proof/resistant tubes are heavier and less likely to leak in the presence of thorns. I've not cared to look hard enough to see a difference in non-thorn-proof tubes. Mostly, I'm just grab a tube or three off the shelf at the LBS and don't worry much about it. Works for me, and my little world hasn't blown up yet.