U133A is a newer version. Companies update their array and introduce new genes that were not represented on the older array. Also, they improve on the method to reduce artifacts and lower down the false positive rates. Check this page on Afffymterix http://www.affymetrix.com/support/technical/byproduct.affx?product=hgu133 and this pdf for more information http://media.affymetrix.com/support/technical/datasheets/human_datasheet.pdf

Having worked a lot with affy chips, I think it's worth noting that affy has a very helpful system to translate probe sets between the different chips, specifically the U95 and U133 chips. You can find it on the affy site, under the netaffyx analysis center, http://www.affymetrix.com/analysis/index.affx It is described in general here: http://media.affymetrix.com/support/technical/datasheets/netaffx_datasheet.pdf