The NWN games are very similar to the BG games in that both are D&D based, and in the same Forgotten Realms setting - just different areas. NWN 1 was also made by Bioware, the same company that did the BG games. NWN 2 was made by Obsidian, with cooperation from Bioware, and it uses the same game engine as NWN 1.
The biggest obvious difference between the NWN and BG games are that NWN uses the D&D 3rd Edition rules, and the BG games the 2nd Edition. The 3rd Edition is a lot more interesting, as it adds feats and a bunch of new skills. Fighters especially excel under 3rd Edition, as they get the most Feats, and there are many special ones that not only allow you to do more damage, but there are ones like Cleave and Great Cleave that give you bonus attacks. But there are also more classes, multiclassing works better, there are prestige classes you can work up to, more races and subraces, crafting, and just more stuff in general.
Another big difference is the number of companions. The BG games give you up to 5 companions. In NWN 1 you can only have 1 active companion, and in NWN 2 you can only have 3. Animal Companions, familiars, and summoned critters do not count toward that limit though. That meant in NWN 1 you had to either play a Rogue, or hire one as your only companion. Otherwise you would be setting off every trap in the game, and never gettting at 3/4 of the loot.
Which brings me to the next thing. Thieves are much more important in NWN. There are traps everywhere, and almost every chest is locked. You cannot get by without a Rogue in the group, where in BG1 at least, they were pretty superfluous in all but a few dungeons. Rogues are also much more potent in NWN. Their sneak attack does more damage, and it is a lot easier to perform. Basically a Rogue just have to be behind someone to get a sneak attack on them. There is also a Feat called Weapon Finesse that allows you to use your Dex bonus to hit instead of Strength with certain 'light' weapons like rapiers. That makes a super-high dex character very powerful as a melee fighter. My last character in NWN 1 was a Fighter/Rogue who went the two-weapon route, and she was a ginsu machine.
What I like best about the NWN games over the Baldur's Gates is the Rest feature. In BG, unless you paid for a room at an inn, when you rested you usually had your rest interrupted by attacking monsters, often 3 or 4 times in a row. It got very frustrating for me, to the point where I used a cheat code to teleport to an inn, and then teleport back after resting. OTOH, in NWN resting takes only a few seconds of real time, and it is never interrupted. The only caveat is that you cannot rest when enemies are near. So you often have to back up a room in the dungeon. But it is still very easy to rest after every fight. Meaning you can save all your healing for those desperate moments during battle. It also means your spellcasters can completely recharge their spell pools between every fight. That makes mages a whole lot more viable as a player class.
What I like better about BG is the open world. The NWN games are much more linear. They have points where you can go off to explore option dungeons, or explore the required ones in whatever order you want, but you still have to go where the game designer wanted you to. Where I found in BG it was a much easier to just wander wherever you wanted, and ignore the main quest for nearly all of the game.
All in all I enjoy the NWN games very much. I have played the heck out of the first one, but never finished the second. Hopefully this time around I'll beat the game.