First of all, if you think of a photon as some small ball, not that's not what it is. Mathematically a photon is defined as a state of the EM field (which has been quantised into a set of harmonic oscillators called "normal modes") in which there is exactly one quantum of excitation of a specific normal mode (with given wavevector and frequency). Depending on which kind of modes you consider, a photon could be a gaussian beam, or even a plane wave, so not something localised like you would say of a particle.
Unlike photons, electrons have a position operator, so in principle you can measure and say where one electron is. The same is impossible for photons. Also electrons have a mass, but photon are massless. This means you can have motionless electrons, but this is impossible for photons: they always move at the speed of light. Electrons have a non-relativistic classical limit, while photon do not.
W. E. Lamb used to say that people should be required a license for the use of the word "photon", because it can be very misleading.