You can write 'tell me what the difference is between A and B' or 'tell me what the difference between A and B is'.
There is little or no difference between 'a lot (of)' and 'lots (of)' -- other than when used to mean a specific unit of area or merchandise. In the sense of 'much/many', perhaps 'lots' occurs more often before countable plural nouns:
There are lots / a lot of people in the lobby.
There is lots / a lot of money on the table.