IWD just railroads you into the next combat area. No freedom to speak of. BG does the opposite.
*nod* Icewind Dale is VERY linear. While certain dungeons may offer a few different paths to complete them, you have almost zero flexibility in the order you visit each map/dungeon. Whereas in Baldur's Gate, once you finish the Prologue, about 85% of the world is open to you. Granted, you may not survive, but you can at least go almost every map except for the Cloakwood Forest and Baldur's Gate straight away at Level 1.
Icewind Dale is like playing through a campaign where the DM has built (or purchased) a classic dungeon crawl module.
Baldur's Gate is more akin to a DM who has built a campaign world. Of course, I think both types of campaigns can be extremely fun when crafted by a solid DM -- you just need to understand what you're getting into with each.