There is no difference to flag. All of the script options are basically the same - you can execute a statement. Whether that statement is a procedure call or some other SQL statement doesn't really matter, its just that in some contexts it makes more sense to call a procedure to do a bunch of things and in others, it makes sense (at least in the simple case), and may be slightly faster to execute a single statement directly (eg. insert) rather than call a procedure that then executes that single statement.
hth,
--Jason