Yeah, sorry, I wasn't terribly clear on that. Some states have primaries in which more than one candidate gets delegates--New Hampshire, for instance. (Note that despite the talks of Clinton winning the Democratic primary in New Hampshire, both she and Obama received the same number of delegates from the voting process, and more of the superdelegates--those not pledged to a specific candidate due to the voting--have pulbicly stated a preference for him over her). Others, like South Carolina, do a winner-take-all system. Caucuses, by their nature, tend to result in split delegates.
As mentioned, the primary difference between a primary and a caucus is that primaries are secret ballot, while caucus voting is public. Also relevant is that in a caucus, at various points contenders with less than a certain percentage are deemed nonviable. When that happens, supporters of that candidate move to one of the other candidates. This can happen either more or less directly, where people pick their second choice candidate, or else can be caused by brokered deals, where people are offered deals for switching their support--maybe the candidate will offer a delegate, or a change on a policy platform, or whatnot.
Inherently, many people feel caucuses are less democratic than primaries. The public nature of the voting, combined with the lengthier and stricter time requirement which keeps those who have to work during them from participating, make such processes less reflective of what the general population actually wants.