I've played Agricola (my favourite game) about a million times, and Le Havre only once so far. But I'll give you some of my basic impressions.
Agricola and Le Havre are much more similar to each other than, for example, to other Uwe Rosenberg games like Bohnanza and At The Gates Of Loyang. Both are about creating a working food engine in an environment of resource scarcity and then making whatever profit you can on top of that.
The key differences, as I see it are these: in Agricola, the resource tiles come out in a partially randomized but largely predictable order. Once they're out, they're not "owned" by any player: if you're the start player, you get first dibs, but that's all. In Le Havre, though, the development of the game can be intimately shaped by the players, because they choose which resource spaces to buy and introduce to the game. Who owns that space is then a consideration - you may desperately desire a resource but desperately not want to pay its owner for it! In addition, there's quite a nice mechanic in Le Havre that means you can sit on a resource square and thus deprive other desperate players from using it - though quite often you have much more important things for your people to be doing than sitting around, of course...
This makes Le Havre sound much deeper and more interesting than Agricola so far, and it's true, if you're a fan of games on the Caylus end of the complexity spectrum, then Le Havre may be more appealing to you. But of course, Agricola has some tricks of its own up its sleeve. Le Havre is completely lacking in an analogue to Agricola's "Occupation" and "Minor Improvement" cards", which are basically hands of cards that are private to each player, and which can exert dramatic effects on the game. Now, some people HATE these cards: because they add a big whack of randomness to the game, especially if you just deal them out and don't draft them or anything. I personally like them: they ensure that every game of Agricola is really different, even if, yes, sometimes someone will play a busted Occupation card for their first move and it'll be a huge uphill struggle for everyone else to win for the rest of the game.
Personally, and please forgive me for entering into subjective territory for my final paragraph, so far I prefer Agricola because the theme and mechanics mesh more satisfactorily for me. Assembling a "food engine" just seems like a more appropriate occupation for a farmer in the Dark Ages than a businessman in an industrial port! Plus the Occupations and Improvements, with their cartoony illustrations and all, bring the world of Agricola to life with greater verve than the world of Le Havre. And Agricola is still a fantastic little game, mechanically, if you don't mind the randomness for the card deal. Le Havre takes a bit longer, is a bit more complex, has a bit more interaction, and has enough randomness to keep things interesting but almost certainly not enough to give any player a significant advantage through sheer "luck of the draw". I feel like Le Havre was an attempt to improve the Agricola experience for really hardcore gamers, and it does succeed! But it's still Agricola I want to bring out all the time, saving Le Havre for special occasions.