The words sympathy and empathy are like the words ashamed and embarrassed. Everyone thinks they know the difference, but when they try to explain it, they find that it's very difficult to separate the words.
At least for my own mind, I found a handy way of differentiating sympathy and empathy from a line in The Tipping Point, by Malcolm Gladwell: If I hit my thumb with a hammer, most people watching will grimace: they'll mimic my emotional state. This is what is meant by empathy. So, then, sympathy is when you don't grimace but say something like, "I hope you're OK."
Cognitive empathy: is seeing things through your perspective
Emotional empathy: I feel what you feel
Emphatic concern: I care for your well-being
http://www.danielgoleman.info/three-kinds-of-empathy-cogniti...
Edit: added reference