About structure and mood
There are a number of differences. First of all, the narrative structure is very different. Pride and Prejudice is chronological, told by a limited 3rd person narrator. Wuthering Heights begins at present, and then is told as a series of flashbacks, sometimes through letters, but with two different first-person narrators. Pride and Prejudice reads chronologically, with someone telling you about the characters. Wuthering Heights skips around (making it a bit confusing and mysterious), and you hear the story through the eyes of the characters.
The mood of the novels is quite different as well. Pride and Prejudice is a more typical love story (man meets woman, complications arise, man gets woman), while Wuthering Heights deals with the deeply passionate but tragic love between Catherine and Heathcliff. Both novels deal with social/economic class separating the lovers, but Heathcliff and Catherine never overcome this separation and are kept apart until they die, and reach happiness after death, when their souls are seen walking together in the moors. While Elizabeth and Mr. Darcy reach to overcome prejudices, misunderstandings and pride and get happily married in life.
Unlike Pride an Prejudice, Wuthering Heights contains Gothic elements. There is a strong suggestion of supernatural occurrences and ghosts all through the novel. The primary effect of these elements is the dark and gloomy mood of the story. In addition, the novel also suggests that the ghosts of Heathcliff and Catherine are together after they die; there is a pretty disturbing scene of Heathcliff digging up Catherine's grave to see her body, and there are several mentions of seeing unnatural things, and the ghost of Catherine walking the moors in search of Heathcliff and her home; also Mr. Lockwood sees the ghost of Catherine, and it is what pushes him to ask for