With regards to the AMD Phenom II X4 965 Black, Deneb Core, S AM3, 3.4GHz, 512KB Cache, FSB/HT 3600MHz, 140W and the AMD Phenom II X4 965 Black Edition, S AM3, 3.4GHz, 8MB Cache, 125W?
Nothing apart from the lower heat output from the 125W version, as you've stated, and I believe it overclocks slightly higher too.
EDIT:
It also has improved C1E power switching and has better support for DDR3-1333 RAM.