In short, kinetic energy may be transformed into some other type of energy (electrical, potential...).
Momentum can't be transformed in anything else.
This means that an isolated system always conserves momentum (if you plot momentum versus time it will be a constant), but may or may not conserve kinetic energy (the plot kinetic energy versus time can be anything (of course, always a non-negative value, but besides that, there's no other restriction)).
I'm NOT saying energy isn't conserved. If you plot TOTAL energy (kinetic + potential + whatever other type of energy) of an isolated system, it will always be a constant, if you neglect any relativistic stuff (in which energy may be converted to mass and vice-versa, but if you include it in the "whatever" part, you get your energy conservation back).
Another important diff: momentum is a vector. It has x, y, z components, may be coordinate transformed, you may do vector products with it. Energy is a positive scalar, no components.
The time derivative of momentum is Force (Force is always a vector). The time derivative of energy will give you the power of a system (power is always a scalar).