Here's a good comparison
Basically int[][] is a "jagged" array, it looks like this:
[] -> [1, 2, 3]
[] -> [1, 2]
[] -> [1, 2, 3, 4]
While int[,] is a multidimentional array which always has the same width and height:
[1, 2, 3, 4
5, 6, 7, 8
9, 1, 2, 3]
Each have their uses depending on what you're trying to accomplish.