In essence, there is not much difference. However, jij en zij is automatically places more emphasis on the word than je and ze. If you are in doubt, you can use je and ze, because I think this will almost always be correct (often both is possible). Also, je is used in reflexive verbs: Jij kleedt je aan = literally: you dress yourself. The first "jij" could be "je" als well. The second "je" is reflexive, this has to be "je" and cannot be "jij".
Hope this clarifies it a little, good luck!