There was one study I read where the researchers had the participants describe their orgasms. Then they had other participants try to determine the gender of each author based on the description, and they could not differentiate between men and women, at least not to a degree that was statistically significant. Maybe I should find it.

fMRI studies have identified slightly different brain activity. And women release more oxytocin. But in the big picture, I think the experience is likely pretty similar.