According to a blog post by James Moody, which I can't find by searching the site, the differences are as follows:
Navigate To and Navigate to track mark give the AI freedom to choose their easiest and quickest path and avoid obstacles, meaning they will go through great lengths to avoid a red light, take passing loops and sidings to keep moving.
Drive To and Drive to track mark are more direct, meaning you tell the AI what to do and don't figure out things on their own.
From my experience, Navigate to commands work well on the open road and where destinations are close together such as on a transit route. When it comes to touchy and complex places, where you need the AI to follow a specific route such as in yards and termini, use the Drive to commands.
As always, this comes with the standard caveats for Trainz.
A further quick search before posting via Bing brought up this:
https://online.ts2009.com/mediaWiki/index.php/How_to_Use_Track_Markers
It says pretty much what I said above.
