The UK plugs usually have a very clear way to grip them and pull them out of the socket, and yanking them by the cable neither looks nor feels right. Whereas the Europlug ones I have mostly have a very dainty, slight place to grip with your fingers and are often very tight - often they really invite you to pull by the cable itself.
There's a little bit of ambiguity about orientation - sometimes the socket has an extra prong sticking out meaning you have to use the plug the right way up, and sometimes there's none. But it can sometimes happen that you're not sure if you're a few degrees out in aligning the prongs in the plug, or if you're just the wrong way up and the earth prong is in the way. Obviously if you can see the socket this isn't a huge issue, but if you're reaching behind a TV unit, or a desk or a counter etc you're in for a bit of fumbling.
I have a similar feeling around lightswitches - the European ones are large, delicate and a little flimsy and the UK ones are little and compact and feel solid. I think it's not allowed to have the UK switches here, which is a shame otherwise I'd fit out my flat with them :)
update: oh speaking of switches I completely forgot that power sockets generally also have an on/off switch in the UK. I guess it comes down to personal preference but I liked having the extra "off" switch for reasons that I can't quite articulate