1. Legal protection
This is probably the most important factor when choosing which form for your business to take. In an LLC that is being run properly (that means, especially, no co-mingling of funds), the owner of the business isn't liable for legal issues that may arise from the business.
So, for example, let's say that your company is a pet taxidermy business. You taxidermy someone's pet as a memorial, but you lose the irreplaceable finished product, and you get sued by the pet owner (your client). You aren't personally liable for that issue; your business holds all the liability. Business assets can be encumbered by the lawsuit, but your personal home, for example, can't be pulled into it.
2. Taxes
Sole proprietorships are, by default, pass-through tax vehicles. You and the business are the same entity, so there's no additional layer of taxation possible. This isn't the case for an LLC, which can and may elect to pay corporate taxes for many different reasons.
3. Formation
LLCs are legal entities. This means you'll likely need a lawyer or a few weeks of hard study if you attempt to do it yourself. You'll also have additional steps involved, like registering your business name with the state and filing your LLC before you can get started working.
Sole proprietors, in effect, will their businesses to life. You may need a business license or to register a trade name, but this stuff is simple and can take a day or two, which is nothing compared to the wait on an LLC filing during busy times.
4. Maintenance
Sole proprietorships only need to pay their taxes and renew their licenses, if applicable. LLCs, however, will need to do that, plus file annual reports (your lawyer can do this for a fee) and hold membership meetings, at the minimum. It just adds up to more expense if you don't really need an LLC for your business.
This is not to say that either an LLC or a sole proprietorship is a better business model. Both have places in the business world and often in the life cycle of an individual business. But they are different, and it's important to understand what you're getting into before you choose.