Are you asking about the way different genders experience sex (ie, the difference between the way a woman experiences or processes sex for and within herself and the way a man does) or are you asking about the difference between sex with people of different genders (ie the difference, from an individuals perspective, of having sex with a man or a woman or any of the myriad other genders)? Either way, the answer is yes, but my elaboration would be different.
For option A, yes, men and women and trans men and trans women and gender queer, genderfluid, intersexed, genderless, etc people all experience sex differently. Based on their biological, physical SEX, whether male or female bodied, post-op trans, or intersexed or some combination thereof, they will have a different anatomy, different genitalia, different "wiring' of the pleasure receptors and nerve endings to the brain. Gender plays a huge role in this too, especially if an individual's gender doesn't match their biology. Depending on the level of dysphoria they experience, their comfort level with their anatomy, any surgical, chemical or hormonal changes that have been made to their body or lack thereof, they will naturally wrap their heads around sex differently and experience it from a different angle. The general consensus of most people seems to be that women experience much more of their sexuality inside their heads, it's more mental and emotional, while men tend to be more visual, auditory, and tactile. This isn't to suggest that men won't experience sex emotionally or mentally or that women won't experience the visual, auditory or tactile elements, just that the head stuff usually stands out more to women while the sensory stands out more to men. Individual experiences may vary. :-P For folks who fit into one of the infinite number of other gender identities, their experience of sex may be more one way or the other or more of a combination between the two. And any individual may have a different experience of sex based on any number of factors, gender and sex being just two of the endless list of things that may affect our sexual experiences which may change from day to day, week to week, year to year, relationship to relationship, etc. These may include past experiences, past traumas, upbringing, learning, personal moral or ethical code, culture, religion, social experiences, our emotional or romantic philosophies, body image, our relationships with or feelings about the particular person we're with at the time and innumerable other factors.
For option B, the way one individual experiences sex with people of different genders will vary for a lot of the same reasons, but also because activities that are available based on anatomy, any dysphoria or body image issues, moral, ethical, philosophical, religious, cultural or personal rules or limitations, and general comfort level will vary between individuals.
In short, yes, sex varies greatly based on gender, both our own gender and the gender of our partners, as well as the biological sex and just about every other individual factor about the two people in question.
Not sure if that answered your question or not, but there's some food for thought in there anyway. If you clarify what you're asking, I could probably elaborate more. I'm not an expert by any means but I've done quite a bit of research and reading on related topics as well as talking to lots of different people with lots of different experiences.
Also, I assumed you were asking about sex meaning the activity and experience thereof, but I suppose you could have been asking about the difference between biological/anatomical sex and gender which would be a whole 'nother can of worms and I'd need to know more about what you're asking to answer that.