https://www.blender.org/manual/modeling/meshes/editing/vertices.html#connect-vertices
confusing, how are they different?
Connect Vertex Path(J) vs Connect Vertices(Menu: Mesh ‣ Vertices ‣ Connect Vertices)
I think its explained here:
http://blender.stackexchange.com/questions/36228/why-doesnt-connect-vertices-create-an-edge-as-opposed-to-make-edge-face