Collins' Index at the back is more comprehensive and refers you to clearly numbered sections at the front, divided into Categories, where a vast range of words and idioms is offered. The Oxford, in contrast, simply has a dictionary style listing words and phrases, with all the words and a few idioms listed after each one. Cross referencing is harder, although Oxford tries to make it easier by offering Word Links which are altogether too limited. There's an odd section slap bang in the middle called a Word Toolkit, which is pretty futile.
The first word I looked up in the Oxford was "you", and it wasn't there.
In contrast, Collins refers me to 864.5 where there were a dozen alternative words and idioms along with other conjugations. Also in the dictionary of Collins, along with "you", were four idioms sending me to other sections of the Thesaurus. Overall, then, Collins offers a far more extensive selection and the Thesaurus itself is set out in a way which prompts further exploration. And at a fiver less than the Oxford (in Jan 2010) it's better value, too.