The difference is simply that the Height / Width pair shadow the Size parameter: You can change one of them independantly of the other - you cannot do that with the Size property since you cannot change either the Size.Height or Size.Width - the setters are not exposed. So you can change either Hieght or Width independantly:
myForm.Width = 200;
myForm.Height = 300;
or both together:
myForm.Size = new Size(200, 300);