COMPLEX is for DOs and USMLE is generally for MDs, however, if your a DO and want to apply for some MD residencies, you can take the USMLE; but from my understanding, MDs are not allowed to take the COMPLEX to get into DO residencies...i might be wrong on that, but thats what I have heard.
Secondly, COMPLEX is more of clinical based exam, while the USMLE is along the lines of a general science (I am guessing similar to the Physical Sciences/Biological Sciences section of the MCAT).
Keep in mind I am just a pre-med....I havent taken either of these yet and am just relaying what I have heard in the past.