What is the difference between HFS+ and EFI System Partition (ESP)? I'm familiar with manually installing certain files. In this case, I am installing rEFInd Boot Manager, see http://www.rodsbooks.com/refind/installing.html

Yet when manually installing software on Mac OS X, I often run across directions instructing users to choose between installing "on the ESP" or installing "to an ordinary HFS+ volume". This is a good example. 

I've never noticed a difference between the two installation methods. So, what difference do the two different installation methods make? Maybe I don't understand the difference between HFS Plus and EFI, so this could be a very stupid question.
The ESP is normally used for the boot loader on ‘normal’ EFI systems, however on a Mac the ESP is not—it is usually empty, but has been used as a staging area for firmware updates.  A Mac will initially look in the ESP for anything to boot from, but if it is empty or non-existant, it will look for the root file system to boot from.