There are additional coatings on the rear element of the DG model. They are supposed to help with using the lens on a digital camera. I think if you go to the Sigma website, they explain it better. And of course the finish is a little different. From what I can tell of DG vs. non-DG, folks don't think the lack of rear coatings is too much of an issue.
I had the DG version of the 105mm macro, and it was great! Very sharp, well built. I used it more of a telephoto candids lens, so I sold it once I got the DA* 50-135mm. I never got too much into macro. I didn't like sitting two inches from a bug for hours on end