Many Sith Lords chose to add "Darth" to their name, so much so that the word is considered synonymous with the dark side of the Force in some circles. It was also taken to signify giving up one's old life. Such examples are Anakin Skywalker becoming Darth Vader, or Jacen Solo becoming Darth Caedus. But the origins of the word are uncertain. It is often thought that "Darth" is merely a contraction of the title "Dark Lord of the Sith", but there are theories that suggest a deeper interpretation.
http://starwars.wikia.com/wiki/Darth
Lord was a title of nobility, deity, and, in past times, a military rank, such as a Jedi Lord. The female version of Lord was Lady. It was in common use among the Sith, usually used in lieu of Darth when formally referring to Dark Lords.
http://starwars.wikia.com/wiki/Darth
all in all not much diff its just sounds good from diff perspectives
